0.0%
PG vs PH
+133.8%
-133.8%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.3% |
| 7D | -2.7% | -3.1% | +0.4% | -2.6% |
| 30D | -1.5% | -11.8% | +10.2% | -1.2% |
| 3M | -3.4% | +6.9% | -10.3% | -3.7% |
| 6M | -7.0% | -1.3% | -5.7% | -7.1% |
| YTD | +2.0% | +7.0% | -5.0% | +1.9% |
| 1Y | -6.5% | +23.1% | -29.6% | -6.6% |
| All | 0.0% | +133.8% | -133.8% | -2.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling