+710.0%
PH vs IT
+93.0%
+617.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | +0.1% |
| 7D | +6.9% | -6.8% | +13.7% | +9.3% |
| 30D | +1.7% | -0.6% | +2.2% | +0.5% |
| 3M | -8.1% | +3.1% | -11.2% | -11.3% |
| 6M | +11.5% | +25.5% | -14.0% | -3.5% |
| YTD | +11.4% | -23.5% | +34.9% | +16.0% |
| 1Y | +14.1% | -16.6% | +30.7% | +13.8% |
| 3Y | +138.2% | -53.1% | +191.4% | +205.1% |
| 5Y | +216.0% | -41.4% | +257.4% | +248.1% |
| 10Y | +710.0% | +90.9% | +619.0% | +341.8% |
| All | +710.0% | +93.0% | +617.0% | +341.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling