+196.7%
PH vs ED
+80.7%
+116.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.4% | +5.2% | +3.0% |
| 7D | +2.0% | +1.6% | +0.4% | +1.8% |
| 30D | -3.7% | +13.3% | -17.0% | -4.9% |
| 3M | -14.0% | +9.7% | -23.7% | -14.8% |
| 6M | +2.1% | +12.8% | -10.7% | +0.8% |
| YTD | +5.1% | +22.3% | -17.3% | +2.4% |
| 1Y | +10.9% | +26.3% | -15.4% | +7.6% |
| 3Y | +132.9% | +45.0% | +87.9% | +112.1% |
| All | +196.7% | +80.7% | +116.0% | +150.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling