+747.9%
PH vs IP
+26.3%
+721.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.0% | +2.4% |
| 7D | +2.0% | -5.1% | +7.1% | +4.6% |
| 30D | -3.7% | +8.5% | -12.2% | -8.1% |
| 3M | -14.0% | -13.8% | -0.2% | -7.8% |
| 6M | +2.1% | +5.7% | -3.6% | -3.8% |
| YTD | +5.1% | -9.1% | +14.2% | +5.3% |
| 1Y | +10.9% | -0.8% | +11.8% | +5.4% |
| 3Y | +132.9% | +14.8% | +118.2% | +84.0% |
| 5Y | +200.1% | -11.5% | +211.6% | +177.5% |
| All | +747.9% | +26.3% | +721.7% | +462.1% |
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