+23,761.0%
PH vs EAT
+11,644.8%
+12,116.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.3% |
| 7D | -3.1% | 0.0% | -3.1% | -3.1% |
| 30D | -3.2% | +1.9% | -5.1% | -4.0% |
| 3M | +10.6% | +68.7% | -58.1% | -3.7% |
| 6M | -2.1% | +66.9% | -69.0% | -15.5% |
| YTD | +10.2% | +60.4% | -50.2% | -4.3% |
| 1Y | +28.2% | +44.0% | -15.8% | +13.3% |
| 3Y | +134.9% | +604.7% | -469.8% | +32.6% |
| 5Y | +253.6% | +347.0% | -93.4% | +113.1% |
| 10Y | +804.7% | +390.8% | +414.0% | +351.4% |
| All | +23,761.0% | +11,644.8% | +12,116.2% | +4,570.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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