+196.6%
PH vs GAP
+6.7%
+189.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.1% | +7.0% | +3.7% |
| 7D | +2.0% | -3.8% | +5.8% | +2.6% |
| 30D | -3.7% | -9.0% | +5.3% | -2.0% |
| 3M | -14.0% | +5.5% | -19.5% | -15.7% |
| 6M | +2.1% | -11.1% | +13.2% | +3.3% |
| YTD | +5.1% | -13.6% | +18.6% | +6.4% |
| 1Y | +10.9% | -2.9% | +13.8% | +9.2% |
| 3Y | +132.9% | +69.6% | +63.3% | +89.9% |
| All | +196.6% | +6.7% | +189.9% | +140.3% |
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