+129.2%
PH vs GAP
+72.9%
+56.3%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.1% | +7.0% | +3.6% |
| 7D | +2.0% | -3.8% | +5.8% | +2.5% |
| 30D | -3.7% | -9.0% | +5.3% | -2.2% |
| 3M | -14.0% | +5.5% | -19.5% | -15.4% |
| 6M | +2.1% | -11.1% | +13.2% | +3.2% |
| YTD | +5.1% | -13.6% | +18.6% | +6.3% |
| 1Y | +10.9% | -2.9% | +13.8% | +9.6% |
| All | +129.2% | +72.9% | +56.3% | +110.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 3y: compounded portfolio wealth divided by compounded GAP 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…
3y analysis · Full analysis span regression · 6 months rolling