+22,650.5%
PH vs ED
+2,460.7%
+20,189.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.4% | +5.2% | +3.8% |
| 7D | +2.0% | +1.6% | +0.4% | +1.2% |
| 30D | -3.7% | +13.3% | -17.0% | -8.5% |
| 3M | -14.0% | +9.7% | -23.7% | -17.4% |
| 6M | +2.1% | +12.8% | -10.7% | -3.1% |
| YTD | +5.1% | +22.3% | -17.3% | -3.8% |
| 1Y | +10.9% | +26.3% | -15.4% | +0.1% |
| 3Y | +132.9% | +45.0% | +87.9% | +93.8% |
| 5Y | +200.1% | +80.2% | +119.9% | +124.8% |
| 10Y | +783.8% | +129.9% | +654.0% | +474.1% |
| All | +22,650.5% | +2,460.7% | +20,189.8% | +6,489.9% |
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 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