+812.6%
PH vs ETR
+288.4%
+524.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | 0.0% |
| 7D | 0.0% | +0.4% | -0.4% | -0.2% |
| 30D | -10.3% | +2.0% | -12.3% | -11.2% |
| 3M | +5.1% | -1.7% | +6.8% | +5.8% |
| 6M | +2.3% | +3.6% | -1.3% | -0.3% |
| YTD | +8.7% | +18.0% | -9.4% | -0.9% |
| 1Y | +26.8% | +26.2% | +0.5% | +11.4% |
| 3Y | +139.2% | +148.0% | -8.8% | +44.0% |
| 5Y | +251.1% | +126.1% | +125.1% | +117.7% |
| 10Y | +812.6% | +302.3% | +510.3% | +436.5% |
| All | +812.6% | +288.4% | +524.2% | +436.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling