+253.8%
PH vs ETR
+129.9%
+123.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -1.1% |
| 7D | +0.4% | +1.4% | -1.0% | -0.1% |
| 30D | -10.8% | +1.9% | -12.7% | -11.4% |
| 3M | +8.5% | +1.0% | +7.5% | +8.0% |
| 6M | +3.9% | +4.8% | -0.9% | +1.7% |
| YTD | +9.4% | +19.5% | -10.1% | +2.0% |
| 1Y | +26.8% | +28.1% | -1.3% | +15.0% |
| 3Y | +140.8% | +151.1% | -10.3% | +69.5% |
| 5Y | +253.8% | +125.2% | +128.6% | +157.6% |
| All | +253.8% | +129.9% | +123.9% | +157.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling