+4,469.1%
PH vs A
+457.0%
+4,012.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.4% |
| 7D | -3.1% | -1.9% | -1.1% | -2.4% |
| 30D | -3.2% | +6.9% | -10.2% | -5.5% |
| 3M | +10.6% | +9.2% | +1.3% | +7.0% |
| 6M | -2.1% | +25.7% | -27.8% | -10.3% |
| YTD | +10.2% | +11.5% | -1.3% | +4.9% |
| 1Y | +28.2% | +18.4% | +9.9% | +19.3% |
| 3Y | +134.9% | +26.6% | +108.3% | +111.7% |
| 5Y | +253.6% | -12.8% | +266.4% | +254.7% |
| 10Y | +804.7% | +247.2% | +557.5% | +500.6% |
| All | +4,469.1% | +457.0% | +4,012.1% | +1,905.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling