+28.2%
PH vs IP
-18.9%
+47.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -0.7% |
| 7D | -3.1% | -5.3% | +2.2% | -1.9% |
| 30D | -3.2% | -10.9% | +7.6% | -0.8% |
| 3M | +10.6% | +11.2% | -0.6% | +6.8% |
| 6M | -2.1% | -10.2% | +8.1% | -1.8% |
| YTD | +10.2% | -2.0% | +12.2% | +8.8% |
| 1Y | +28.2% | -19.1% | +47.3% | +26.7% |
| All | +28.2% | -18.9% | +47.1% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 1y: compounded portfolio wealth divided by compounded IP 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…
1y analysis · Full analysis span regression · 6 months rolling