+227.3%
PH vs COMP
-53.0%
+280.3%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -7.4% | +8.3% | +1.8% |
| 7D | +2.1% | +7.2% | -5.1% | +1.2% |
| 30D | +0.3% | +6.4% | -6.1% | -0.8% |
| 3M | -8.8% | -19.4% | +10.6% | -7.0% |
| 6M | +10.0% | +14.6% | -4.5% | +7.0% |
| YTD | +10.5% | -5.5% | +16.0% | +8.7% |
| 1Y | +15.5% | +13.7% | +1.9% | +11.1% |
| 3Y | +136.4% | +409.7% | -273.3% | +84.7% |
| 5Y | +213.6% | -17.0% | +230.6% | +171.6% |
| All | +227.3% | -53.0% | +280.3% | +189.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling