+806.9%
PH vs IP
+23.2%
+783.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -1.4% |
| 7D | -3.1% | -5.3% | +2.2% | -0.3% |
| 30D | -3.2% | -10.9% | +7.6% | +2.4% |
| 3M | +10.6% | +11.2% | -0.6% | +2.5% |
| 6M | -2.1% | -10.2% | +8.1% | +0.9% |
| YTD | +10.2% | -2.0% | +12.2% | +6.8% |
| 1Y | +28.2% | -19.1% | +47.3% | +36.9% |
| 3Y | +134.9% | +20.9% | +114.0% | +82.4% |
| 5Y | +253.6% | -17.8% | +271.5% | +249.7% |
| All | +806.9% | +23.2% | +783.7% | +516.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling