+3,207.6%
MAR vs PH
+4,479.5%
-1,272.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.9% | +1.8% | +2.2% |
| 7D | +2.9% | +2.1% | +0.7% | +1.4% |
| 30D | +17.0% | +0.3% | +16.8% | +16.4% |
| 3M | +23.2% | -8.8% | +32.0% | +29.1% |
| 6M | +21.7% | +10.0% | +11.7% | +13.7% |
| YTD | +38.9% | +10.5% | +28.4% | +28.9% |
| 1Y | +48.7% | +15.5% | +33.1% | +34.4% |
| 3Y | +122.9% | +136.4% | -13.5% | +30.7% |
| 5Y | +177.5% | +213.6% | -36.1% | +35.8% |
| 10Y | +537.5% | +713.9% | -176.4% | +76.1% |
| All | +3,207.6% | +4,479.5% | -1,272.0% | +277.3% |
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