+5,241.4%
O vs PH
+12,264.1%
-7,022.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.9% | -3.6% | -1.7% |
| 7D | +3.7% | +2.0% | +1.7% | +2.9% |
| 30D | +11.2% | -3.7% | +14.9% | +12.1% |
| 3M | -4.0% | -14.0% | +10.1% | +0.4% |
| 6M | -5.2% | +2.1% | -7.3% | -6.8% |
| YTD | +9.5% | +5.1% | +4.4% | +6.2% |
| 1Y | +10.6% | +10.9% | -0.3% | +5.2% |
| 3Y | +38.1% | +132.9% | -94.8% | -1.1% |
| 5Y | +10.2% | +200.1% | -189.9% | -29.3% |
| 10Y | +71.4% | +783.8% | -712.4% | -27.2% |
| All | +5,241.4% | +12,264.1% | -7,022.8% | +1,075.7% |
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