+2,498.9%
MAR vs PH
+4,467.3%
-1,968.3%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -4.2% | -3.1% | -1.1% | -2.4% |
| 30D | -6.7% | -3.2% | -3.4% | -5.2% |
| 3M | -12.5% | +10.6% | -23.1% | -18.0% |
| 6M | +0.6% | -2.1% | +2.7% | +0.6% |
| YTD | +9.1% | +10.2% | -1.1% | +1.9% |
| 1Y | +26.2% | +28.2% | -2.0% | +7.6% |
| 3Y | +68.2% | +134.9% | -66.7% | -1.3% |
| 5Y | +163.9% | +253.6% | -89.7% | +20.8% |
| 10Y | +420.6% | +804.7% | -384.2% | +36.2% |
| All | +2,498.9% | +4,467.3% | -1,968.3% | +198.4% |
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