+19.3%
PH vs IT
-17.9%
+37.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.5% | -5.1% | -3.5% |
| 7D | -0.2% | -5.5% | +5.3% | -0.7% |
| 30D | -6.7% | +10.3% | -17.1% | -5.4% |
| 3M | -8.1% | +11.5% | -19.6% | -6.5% |
| 6M | +5.3% | +40.3% | -34.9% | +11.0% |
| YTD | +4.2% | -17.9% | +22.1% | +5.3% |
| 1Y | +19.3% | -8.8% | +28.1% | +22.6% |
| All | +19.3% | -17.9% | +37.2% | +22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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