+253.8%
PH vs GAP
+9.4%
+244.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | +0.4% | +1.7% | -1.3% | 0.0% |
| 30D | -10.8% | +9.3% | -20.1% | -12.8% |
| 3M | +8.5% | +6.1% | +2.4% | +6.5% |
| 6M | +3.9% | -2.3% | +6.2% | +3.3% |
| YTD | +9.4% | -10.6% | +20.0% | +10.5% |
| 1Y | +26.8% | -4.4% | +31.2% | +25.5% |
| 3Y | +140.8% | +118.3% | +22.5% | +84.0% |
| 5Y | +253.8% | +12.2% | +241.6% | +189.5% |
| All | +253.8% | +9.4% | +244.4% | +189.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling