+253.8%
PH vs IT
-44.6%
+298.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.4% | +6.7% | +0.8% |
| 7D | +0.4% | -9.1% | +9.5% | +2.3% |
| 30D | -10.8% | -7.0% | -3.8% | -9.7% |
| 3M | +8.5% | +7.6% | +0.8% | +5.1% |
| 6M | +3.9% | +2.1% | +1.8% | +1.0% |
| YTD | +9.4% | -31.6% | +41.0% | +20.7% |
| 1Y | +26.8% | -29.9% | +56.7% | +37.1% |
| 3Y | +140.8% | -51.3% | +192.1% | +200.8% |
| 5Y | +253.8% | -44.8% | +298.6% | +300.7% |
| All | +253.8% | -44.6% | +298.4% | +300.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling