+24,016.6%
PH vs ETR
+4,610.8%
+19,405.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.6% | +0.7% |
| 7D | +6.9% | +0.1% | +6.8% | +6.9% |
| 30D | +1.7% | +7.7% | -6.0% | -1.5% |
| 3M | -8.1% | +5.7% | -13.9% | -10.4% |
| 6M | +11.5% | -0.3% | +11.8% | +11.3% |
| YTD | +11.4% | +23.4% | -12.0% | +1.3% |
| 1Y | +14.1% | +18.5% | -4.4% | +5.5% |
| 3Y | +138.2% | +155.6% | -17.3% | +57.7% |
| 5Y | +216.0% | +158.7% | +57.3% | +105.5% |
| 10Y | +710.0% | +377.8% | +332.2% | +314.9% |
| All | +24,016.6% | +4,610.8% | +19,405.8% | +6,313.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling