+132.9%
PH vs ED
+44.5%
+88.4%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.4% | +5.2% | +2.5% |
| 7D | +2.0% | +1.6% | +0.4% | +2.3% |
| 30D | -3.7% | +13.3% | -17.0% | -2.0% |
| 3M | -14.0% | +9.7% | -23.7% | -12.9% |
| 6M | +2.1% | +12.8% | -10.7% | +3.9% |
| YTD | +5.1% | +22.3% | -17.3% | +8.0% |
| 1Y | +10.9% | +26.3% | -15.4% | +14.6% |
| 3Y | +132.9% | +45.0% | +87.9% | +131.1% |
| All | +132.9% | +44.5% | +88.4% | +131.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling