+2,541.0%
PH vs ET
+1,310.3%
+1,230.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +4.3% | +2.5% | +1.8% | +3.5% |
| 30D | +0.1% | -2.5% | +2.6% | +0.9% |
| 3M | -9.4% | -4.9% | -4.5% | -8.1% |
| 6M | +8.8% | -0.1% | +8.8% | +8.5% |
| YTD | +9.6% | +26.2% | -16.6% | +1.3% |
| 1Y | +14.4% | +25.2% | -10.7% | +5.9% |
| 3Y | +134.5% | +84.2% | +50.3% | +93.2% |
| 5Y | +204.4% | +216.1% | -11.6% | +112.7% |
| 10Y | +697.3% | +160.7% | +536.6% | +448.6% |
| All | +2,541.0% | +1,310.3% | +1,230.8% | +548.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling