+250.3%
PH vs ET
+241.7%
+8.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | -3.1% | +1.4% | -4.5% | -3.8% |
| 30D | -11.8% | +4.6% | -16.4% | -13.8% |
| 3M | +6.9% | +16.0% | -9.1% | -1.0% |
| 6M | -1.3% | +22.8% | -24.1% | -11.8% |
| YTD | +7.0% | +38.9% | -31.9% | -10.7% |
| 1Y | +23.1% | +34.1% | -11.0% | +4.4% |
| 3Y | +135.4% | +98.8% | +36.6% | +64.0% |
| 5Y | +250.3% | +246.8% | +3.5% | +100.3% |
| All | +250.3% | +241.7% | +8.7% | +100.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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