+253.6%
PH vs ALL
+118.4%
+135.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.2% |
| 7D | -3.1% | 0.0% | -3.1% | -3.1% |
| 30D | -3.2% | -1.5% | -1.8% | -2.8% |
| 3M | +10.6% | +23.6% | -13.0% | +2.4% |
| 6M | -2.1% | +22.3% | -24.5% | -9.3% |
| YTD | +10.2% | +26.5% | -16.3% | +0.5% |
| 1Y | +28.2% | +27.0% | +1.2% | +16.5% |
| 3Y | +134.9% | +149.6% | -14.7% | +57.8% |
| All | +253.6% | +118.4% | +135.2% | +149.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling