+3,121.8%
MAR vs PH
+4,438.8%
-1,317.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.2% | -4.1% | -2.2% |
| 7D | +0.2% | +3.0% | -2.8% | -1.7% |
| 30D | +14.0% | -0.6% | +14.6% | +13.9% |
| 3M | +18.1% | -10.7% | +28.9% | +25.3% |
| 6M | +18.6% | +9.1% | +9.5% | +11.3% |
| YTD | +35.3% | +9.5% | +25.8% | +26.2% |
| 1Y | +44.5% | +14.0% | +30.4% | +31.6% |
| 3Y | +120.7% | +138.9% | -18.2% | +28.6% |
| 5Y | +164.1% | +209.1% | -45.1% | +30.3% |
| 10Y | +515.5% | +737.3% | -221.8% | +67.3% |
| All | +3,121.8% | +4,438.8% | -1,317.0% | +269.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling