-5.7%
PG vs PH
+25.3%
-31.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.4% |
| 7D | -0.8% | -1.3% | +0.5% | -0.7% |
| 30D | +0.8% | -11.0% | +11.8% | +1.9% |
| 3M | -1.3% | +5.5% | -6.9% | -2.3% |
| 6M | -3.8% | +1.5% | -5.3% | -4.4% |
| YTD | +3.6% | +8.8% | -5.1% | +3.5% |
| 1Y | -5.7% | +24.5% | -30.2% | -6.4% |
| All | -5.7% | +25.3% | -31.1% | -6.4% |
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