+202.6%
PH vs COMP
-56.6%
+259.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -8.2% | +6.2% | -1.0% |
| 7D | -3.9% | -1.8% | -2.1% | -3.8% |
| 30D | -9.4% | -0.8% | -8.7% | -9.6% |
| 3M | -10.3% | -28.1% | +17.8% | -7.3% |
| 6M | +2.7% | +27.0% | -24.3% | -1.6% |
| YTD | +2.1% | -12.8% | +14.9% | +1.5% |
| 1Y | +16.2% | +4.9% | +11.3% | +12.8% |
| 3Y | +129.3% | +321.0% | -191.7% | +83.0% |
| 5Y | +191.7% | -25.6% | +217.3% | +155.5% |
| All | +202.6% | -56.6% | +259.2% | +169.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling