+134.5%
PH vs ALL
+117.7%
+16.8%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | +4.3% | +5.0% | -0.7% | +3.5% |
| 30D | +0.1% | +13.3% | -13.2% | -2.2% |
| 3M | -9.4% | +3.2% | -12.6% | -9.9% |
| 6M | +8.8% | +25.3% | -16.6% | +3.3% |
| YTD | +9.6% | +30.5% | -20.8% | +2.7% |
| 1Y | +14.4% | +29.2% | -14.8% | +7.5% |
| 3Y | +134.5% | +119.1% | +15.4% | +111.4% |
| All | +134.5% | +117.7% | +16.8% | +111.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling