+792.3%
PH vs ED
+104.2%
+688.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.9% |
| 7D | +0.4% | +0.5% | -0.1% | +0.3% |
| 30D | -10.8% | +1.1% | -11.9% | -11.1% |
| 3M | +8.5% | +4.6% | +3.8% | +7.0% |
| 6M | +3.9% | -2.0% | +5.9% | +4.2% |
| YTD | +9.4% | +11.7% | -2.3% | +5.5% |
| 1Y | +26.8% | +15.7% | +11.1% | +20.8% |
| 3Y | +140.8% | +34.4% | +106.4% | +113.1% |
| 5Y | +253.8% | +67.3% | +186.5% | +185.3% |
| 10Y | +792.3% | +104.0% | +688.3% | +612.9% |
| All | +792.3% | +104.2% | +688.1% | +612.9% |
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