+737.3%
PH vs GD
+185.2%
+552.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.3% | +2.0% | +2.5% |
| 7D | +3.0% | -3.0% | +6.1% | +5.6% |
| 30D | -0.6% | +9.3% | -9.9% | -7.3% |
| 3M | -10.7% | -7.2% | -3.5% | -5.8% |
| 6M | +9.1% | +5.5% | +3.6% | +3.7% |
| YTD | +9.5% | +9.5% | 0.0% | -0.4% |
| 1Y | +14.0% | +6.4% | +7.6% | +6.1% |
| 3Y | +138.9% | +59.8% | +79.0% | +55.4% |
| 5Y | +209.1% | +98.0% | +111.2% | +61.9% |
| 10Y | +737.3% | +177.4% | +559.9% | +212.7% |
| All | +737.3% | +185.2% | +552.1% | +212.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 10y: compounded portfolio wealth divided by compounded GD 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…
10y analysis · Full analysis span regression · 6 months rolling