+26.8%
PH vs ED
+14.2%
+12.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.6% |
| 7D | +0.4% | +0.5% | -0.1% | +0.5% |
| 30D | -10.8% | +1.1% | -11.9% | -10.7% |
| 3M | +8.5% | +4.6% | +3.8% | +9.0% |
| 6M | +3.9% | -2.0% | +5.9% | +3.3% |
| YTD | +9.4% | +11.7% | -2.3% | +10.4% |
| 1Y | +26.8% | +15.7% | +11.1% | +25.9% |
| All | +26.8% | +14.2% | +12.5% | +25.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling