+55.3%
O vs PH
+795.7%
-740.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.3% |
| 7D | -2.3% | 0.0% | -2.3% | -2.3% |
| 30D | -2.4% | -10.3% | +7.8% | +1.2% |
| 3M | -0.6% | +5.1% | -5.7% | -2.8% |
| 6M | -5.0% | +2.3% | -7.3% | -6.7% |
| YTD | +10.4% | +8.7% | +1.7% | +6.0% |
| 1Y | +6.6% | +26.8% | -20.2% | -3.6% |
| 3Y | +28.4% | +139.2% | -110.8% | -13.3% |
| 5Y | +15.3% | +251.1% | -235.8% | -36.1% |
| 10Y | +55.3% | +812.6% | -757.3% | -40.5% |
| All | +55.3% | +795.7% | -740.4% | -40.5% |
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