+441.9%
MAR vs PH
+795.7%
-353.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.2% |
| 7D | -0.5% | 0.0% | -0.5% | -0.5% |
| 30D | -4.7% | -10.3% | +5.6% | +1.9% |
| 3M | -15.6% | +5.1% | -20.7% | -18.9% |
| 6M | +1.2% | +2.3% | -1.1% | -1.6% |
| YTD | +7.5% | +8.7% | -1.2% | +0.4% |
| 1Y | +26.6% | +26.8% | -0.1% | +6.6% |
| 3Y | +66.0% | +139.2% | -73.2% | -10.4% |
| 5Y | +154.1% | +251.1% | -97.0% | +3.4% |
| 10Y | +441.9% | +812.6% | -370.7% | +26.6% |
| All | +441.9% | +795.7% | -353.8% | +26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling