+782.8%
PH vs A
+247.2%
+535.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.0% |
| 7D | -3.1% | -4.6% | +1.4% | -0.7% |
| 30D | -11.8% | -4.3% | -7.5% | -10.0% |
| 3M | +6.9% | +8.9% | -2.0% | +1.3% |
| 6M | -1.3% | +24.5% | -25.8% | -14.7% |
| YTD | +7.0% | +5.8% | +1.1% | +1.1% |
| 1Y | +23.1% | +16.2% | +6.9% | +9.4% |
| 3Y | +135.4% | +28.5% | +106.9% | +89.5% |
| 5Y | +250.3% | -16.3% | +266.7% | +260.7% |
| All | +782.8% | +247.2% | +535.7% | +281.9% |
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