+737.3%
PH vs A
+328.7%
+408.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.1% | +1.1% | +2.6% |
| 7D | +3.0% | +4.8% | -1.7% | +0.5% |
| 30D | -0.6% | +5.6% | -6.3% | -3.5% |
| 3M | -10.7% | +23.6% | -34.4% | -20.9% |
| 6M | +9.1% | +56.4% | -47.3% | -16.5% |
| YTD | +9.5% | +33.4% | -23.9% | -8.9% |
| 1Y | +14.0% | +23.7% | -9.7% | -1.0% |
| 3Y | +138.9% | +71.0% | +67.9% | +64.1% |
| 5Y | +209.1% | +16.8% | +192.3% | +161.2% |
| 10Y | +737.3% | +323.8% | +413.5% | +227.5% |
| All | +737.3% | +328.7% | +408.6% | +227.5% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 10y: compounded portfolio wealth divided by compounded A 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…
10y analysis · Full analysis span regression · 6 months rolling