+23,761.0%
PH vs ED
+2,217.3%
+21,543.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.3% |
| 7D | -3.1% | -0.2% | -2.9% | -3.0% |
| 30D | -3.2% | -0.1% | -3.1% | -3.2% |
| 3M | +10.6% | +3.9% | +6.7% | +8.7% |
| 6M | -2.1% | -3.0% | +0.9% | -1.4% |
| YTD | +10.2% | +10.7% | -0.5% | +5.2% |
| 1Y | +28.2% | +13.3% | +14.9% | +21.0% |
| 3Y | +134.9% | +34.5% | +100.4% | +101.6% |
| 5Y | +253.6% | +67.1% | +186.5% | +172.9% |
| 10Y | +804.7% | +103.0% | +701.7% | +519.2% |
| All | +23,761.0% | +2,217.3% | +21,543.7% | +7,110.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling