+211.2%
PH vs COMP
-52.0%
+263.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +10.7% | -7.9% | +1.6% |
| 7D | +2.0% | +13.4% | -11.4% | +0.4% |
| 30D | -3.7% | +11.1% | -14.8% | -5.1% |
| 3M | -14.0% | -18.8% | +4.8% | -12.4% |
| 6M | +2.1% | +10.5% | -8.4% | -0.2% |
| YTD | +5.1% | -3.4% | +8.5% | +3.1% |
| 1Y | +10.9% | +19.7% | -8.8% | +6.1% |
| 3Y | +132.9% | +381.6% | -248.7% | +83.1% |
| 5Y | +200.1% | -17.6% | +217.7% | +159.7% |
| All | +211.2% | -52.0% | +263.2% | +174.2% |
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