+196.7%
PH vs IP
-12.0%
+208.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.0% | +2.5% |
| 7D | +2.0% | -5.1% | +7.1% | +3.9% |
| 30D | -3.7% | +8.5% | -12.2% | -6.8% |
| 3M | -14.0% | -13.8% | -0.2% | -9.6% |
| 6M | +2.1% | +5.7% | -3.6% | -2.0% |
| YTD | +5.1% | -9.1% | +14.2% | +5.6% |
| 1Y | +10.9% | -0.8% | +11.8% | +7.3% |
| 3Y | +132.9% | +14.8% | +118.2% | +97.6% |
| All | +196.7% | -12.0% | +208.7% | +192.1% |
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 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