+19.3%
PH vs COMP
+23.8%
-4.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +7.7% | -11.4% | -4.5% |
| 7D | -0.2% | +9.5% | -9.7% | -1.2% |
| 30D | -6.7% | +8.1% | -14.8% | -7.7% |
| 3M | -8.1% | -16.3% | +8.2% | -6.6% |
| 6M | +5.3% | +42.2% | -36.9% | -1.2% |
| YTD | +4.2% | -5.0% | +9.2% | +0.7% |
| 1Y | +19.3% | +20.1% | -0.7% | +15.8% |
| All | +19.3% | +23.8% | -4.5% | +15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 1y: compounded portfolio wealth divided by compounded COMP 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…
1y analysis · Full analysis span regression · 6 months rolling