+40.0%
PATH vs PH
+30.5%
+9.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.2% | -16.4% | -16.7% |
| 7D | -16.3% | -3.1% | -13.2% | -17.1% |
| 30D | +9.9% | -3.2% | +13.2% | +8.7% |
| 3M | +30.2% | +10.6% | +19.6% | +33.1% |
| 6M | +37.2% | -2.1% | +39.4% | +42.1% |
| YTD | -7.3% | +10.2% | -17.5% | -7.9% |
| 1Y | +40.0% | +28.2% | +11.8% | +32.1% |
| All | +40.0% | +30.5% | +9.5% | +32.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling