+2,554.6%
PH vs ET
+1,435.0%
+1,119.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | -3.1% | +0.9% | -4.0% | -3.3% |
| 30D | -3.2% | +7.5% | -10.7% | -5.4% |
| 3M | +10.6% | +11.4% | -0.8% | +6.7% |
| 6M | -2.1% | +18.5% | -20.7% | -7.6% |
| YTD | +10.2% | +37.4% | -27.2% | -0.8% |
| 1Y | +28.2% | +30.9% | -2.7% | +17.0% |
| 3Y | +134.9% | +98.7% | +36.2% | +89.1% |
| 5Y | +253.6% | +230.7% | +22.9% | +142.8% |
| 10Y | +804.7% | +175.6% | +629.1% | +508.6% |
| All | +2,554.6% | +1,435.0% | +1,119.6% | +535.7% |
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