-5.3%
PG vs PH
+30.5%
-35.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | +1.9% | -3.1% | +4.9% | +2.1% |
| 30D | -0.2% | -3.2% | +3.0% | 0.0% |
| 3M | +4.8% | +10.6% | -5.8% | +3.2% |
| 6M | -6.1% | -2.1% | -4.0% | -6.7% |
| YTD | +4.5% | +10.2% | -5.7% | +4.3% |
| 1Y | -5.3% | +28.2% | -33.5% | -5.0% |
| All | -5.3% | +30.5% | -35.8% | -5.0% |
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