+126.5%
PH vs GD
+55.3%
+71.2%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.4% | -0.9% |
| 7D | -3.9% | -3.9% | 0.0% | -2.1% |
| 30D | -9.4% | +8.1% | -17.5% | -12.7% |
| 3M | -10.3% | -6.8% | -3.5% | -7.3% |
| 6M | +2.7% | +3.0% | -0.3% | +0.9% |
| YTD | +2.1% | +7.8% | -5.6% | -2.7% |
| 1Y | +16.2% | +5.8% | +10.4% | +11.9% |
| All | +126.5% | +55.3% | +71.2% | +81.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling