+3,981.9%
PG vs PH
+25,009.0%
-21,027.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | -0.4% | +0.4% | -0.8% | -0.5% |
| 30D | -0.1% | -10.8% | +10.7% | +2.1% |
| 3M | +1.1% | +8.5% | -7.4% | -0.8% |
| 6M | -3.8% | +3.9% | -7.7% | -4.9% |
| YTD | +3.8% | +9.4% | -5.6% | +1.5% |
| 1Y | -5.8% | +26.8% | -32.5% | -10.8% |
| 3Y | +3.0% | +140.8% | -137.8% | -16.4% |
| 5Y | +14.5% | +253.8% | -239.3% | -15.7% |
| 10Y | +117.8% | +792.3% | -674.6% | +25.1% |
| All | +3,981.9% | +25,009.0% | -21,027.1% | +844.1% |
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 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