+28.2%
PH vs ETR
+23.8%
+4.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | -3.1% | +1.4% | -4.5% | -3.4% |
| 30D | -3.2% | +1.0% | -4.2% | -3.5% |
| 3M | +10.6% | -1.3% | +11.8% | +11.0% |
| 6M | -2.1% | +1.9% | -4.0% | -2.6% |
| YTD | +10.2% | +18.2% | -8.0% | +4.5% |
| 1Y | +28.2% | +24.7% | +3.5% | +20.6% |
| All | +28.2% | +23.8% | +4.4% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 1y: compounded portfolio wealth divided by compounded ETR 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…
1y analysis · Full analysis span regression · 6 months rolling