+703.5%
PH vs A
+311.0%
+392.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.6% |
| 7D | +2.1% | +1.4% | +0.8% | +1.4% |
| 30D | +0.3% | +4.3% | -4.0% | -2.0% |
| 3M | -8.8% | +19.8% | -28.6% | -17.8% |
| 6M | +10.0% | +54.4% | -44.3% | -15.1% |
| YTD | +10.5% | +31.7% | -21.2% | -7.4% |
| 1Y | +15.5% | +22.4% | -6.9% | +0.9% |
| 3Y | +136.4% | +67.7% | +68.7% | +64.2% |
| 5Y | +213.6% | +15.7% | +197.8% | +166.2% |
| All | +703.5% | +311.0% | +392.6% | +220.4% |
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