+713.9%
PH vs ED
+136.7%
+577.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.7% |
| 7D | +2.1% | +2.1% | 0.0% | +1.5% |
| 30D | +0.3% | +12.4% | -12.2% | -3.1% |
| 3M | -8.8% | +13.1% | -21.9% | -12.0% |
| 6M | +10.0% | +14.1% | -4.0% | +5.8% |
| YTD | +10.5% | +23.1% | -12.6% | +3.5% |
| 1Y | +15.5% | +25.4% | -9.9% | +7.5% |
| 3Y | +136.4% | +47.9% | +88.5% | +103.0% |
| 5Y | +213.6% | +81.9% | +131.7% | +146.2% |
| 10Y | +713.9% | +141.3% | +572.6% | +531.5% |
| All | +713.9% | +136.7% | +577.2% | +531.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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