+16,072.0%
PH vs IT
+6,105.9%
+9,966.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.6% | +4.4% | +0.9% |
| 7D | -3.1% | -6.0% | +3.0% | -1.7% |
| 30D | -3.2% | 0.0% | -3.3% | -3.5% |
| 3M | +10.6% | +13.1% | -2.5% | +5.3% |
| 6M | -2.1% | +11.7% | -13.8% | -7.7% |
| YTD | +10.2% | -26.1% | +36.3% | +13.7% |
| 1Y | +28.2% | -21.3% | +49.5% | +29.4% |
| 3Y | +134.9% | -46.7% | +181.6% | +158.0% |
| 5Y | +253.6% | -40.5% | +294.1% | +275.9% |
| 10Y | +804.7% | +103.9% | +700.8% | +616.4% |
| All | +16,072.0% | +6,105.9% | +9,966.1% | +7,478.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling