+16,115.3%
PH vs IT
+6,189.1%
+9,926.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.2% |
| 7D | +2.1% | -7.5% | +9.6% | +3.9% |
| 30D | +0.3% | -1.2% | +1.4% | -0.2% |
| 3M | -8.8% | -2.2% | -6.6% | -9.7% |
| 6M | +10.0% | +19.1% | -9.0% | +1.6% |
| YTD | +10.5% | -25.1% | +35.6% | +12.3% |
| 1Y | +15.5% | -17.4% | +32.9% | +14.4% |
| 3Y | +136.4% | -54.1% | +190.5% | +167.1% |
| 5Y | +213.6% | -42.7% | +256.3% | +232.6% |
| 10Y | +713.9% | +88.1% | +625.8% | +547.5% |
| All | +16,115.3% | +6,189.1% | +9,926.2% | +7,382.2% |
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