+798.6%
PH vs ALL
+366.7%
+432.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.6% |
| 7D | -3.1% | 0.0% | -3.1% | -3.1% |
| 30D | -3.2% | -1.5% | -1.8% | -2.5% |
| 3M | +10.6% | +23.6% | -13.0% | -3.8% |
| 6M | -2.1% | +22.3% | -24.5% | -14.8% |
| YTD | +10.2% | +26.5% | -16.3% | -6.7% |
| 1Y | +28.2% | +27.0% | +1.2% | +7.8% |
| 3Y | +134.9% | +149.6% | -14.7% | +18.0% |
| 5Y | +253.6% | +118.1% | +135.6% | +87.1% |
| All | +798.6% | +366.7% | +432.0% | +159.8% |
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