+16,589.6%
PH vs ALL
+3,771.2%
+12,818.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.3% | -2.3% |
| 7D | +7.4% | 0.0% | +7.4% | +7.2% |
| 30D | +0.5% | +12.8% | -12.3% | -5.0% |
| 3M | -10.2% | +4.7% | -14.9% | -12.6% |
| 6M | +8.9% | +24.9% | -16.0% | -2.6% |
| YTD | +9.7% | +30.0% | -20.3% | -4.3% |
| 1Y | +12.8% | +29.9% | -17.1% | -1.6% |
| 3Y | +134.6% | +117.5% | +17.0% | +59.4% |
| 5Y | +204.5% | +161.7% | +42.8% | +87.3% |
| 10Y | +697.5% | +377.1% | +320.5% | +290.0% |
| All | +16,589.6% | +3,771.2% | +12,818.4% | +4,321.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling