+16,669.9%
PH vs ALL
+3,667.9%
+13,002.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.4% |
| 7D | -3.1% | 0.0% | -3.1% | -3.1% |
| 30D | -3.2% | -1.5% | -1.8% | -2.7% |
| 3M | +10.6% | +23.6% | -13.0% | +0.1% |
| 6M | -2.1% | +22.3% | -24.5% | -11.3% |
| YTD | +10.2% | +26.5% | -16.3% | -2.0% |
| 1Y | +28.2% | +27.0% | +1.2% | +13.5% |
| 3Y | +134.9% | +149.6% | -14.7% | +50.8% |
| 5Y | +253.6% | +118.1% | +135.6% | +136.5% |
| 10Y | +804.7% | +369.0% | +435.8% | +349.1% |
| All | +16,669.9% | +3,667.9% | +13,002.1% | +4,426.2% |
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