+141.0%
PH vs ED
+34.8%
+106.2%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | -0.3% |
| 7D | -3.1% | -0.2% | -2.9% | -3.1% |
| 30D | -3.2% | -0.1% | -3.1% | -3.3% |
| 3M | +10.6% | +3.9% | +6.7% | +11.0% |
| 6M | -2.1% | -3.0% | +0.9% | -2.4% |
| YTD | +10.2% | +10.7% | -0.5% | +11.1% |
| 1Y | +28.2% | +13.3% | +14.9% | +29.5% |
| All | +141.0% | +34.8% | +106.2% | +128.4% |
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