+253.6%
PH vs IP
-17.2%
+270.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -1.0% |
| 7D | -3.1% | -5.3% | +2.2% | -1.1% |
| 30D | -3.2% | -10.9% | +7.6% | +0.8% |
| 3M | +10.6% | +11.2% | -0.6% | +4.9% |
| 6M | -2.1% | -10.2% | +8.1% | +0.4% |
| YTD | +10.2% | -2.0% | +12.2% | +8.2% |
| 1Y | +28.2% | -19.1% | +47.3% | +35.3% |
| 3Y | +134.9% | +20.9% | +114.0% | +98.6% |
| All | +253.6% | -17.2% | +270.8% | +250.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling