+737.3%
PH vs ALL
+367.3%
+370.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.5% |
| 7D | +3.0% | -3.9% | +6.9% | +5.1% |
| 30D | -0.6% | +10.6% | -11.2% | -6.8% |
| 3M | -10.7% | -4.6% | -6.2% | -9.2% |
| 6M | +9.1% | +20.2% | -11.1% | -4.6% |
| YTD | +9.5% | +23.7% | -14.2% | -6.9% |
| 1Y | +14.0% | +27.9% | -13.8% | -5.2% |
| 3Y | +138.9% | +109.2% | +29.7% | +35.4% |
| 5Y | +209.1% | +148.0% | +61.1% | +45.5% |
| 10Y | +737.3% | +363.8% | +373.5% | +146.9% |
| All | +737.3% | +367.3% | +370.0% | +146.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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