+1,381.0%
NET vs PH
+446.0%
+935.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.7% | +1.1% | -1.0% |
| 7D | -16.4% | -0.2% | -16.2% | -16.3% |
| 30D | -25.8% | -6.7% | -19.1% | -23.6% |
| 3M | -11.5% | -8.1% | -3.4% | -8.7% |
| 6M | +18.9% | +5.3% | +13.6% | +14.6% |
| YTD | +35.2% | +4.2% | +31.0% | +29.8% |
| 1Y | +14.5% | +19.3% | -4.9% | +2.8% |
| 3Y | +313.8% | +133.9% | +179.9% | +176.7% |
| 5Y | +32.6% | +197.7% | -165.1% | -20.6% |
| All | +1,381.0% | +446.0% | +935.0% | +742.7% |
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