+250.3%
PH vs ITOT
+71.8%
+178.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -0.9% | -0.8% |
| 7D | -3.1% | -2.0% | -1.1% | -0.8% |
| 30D | -11.8% | -2.0% | -9.8% | -9.7% |
| 3M | +6.9% | +4.5% | +2.4% | +1.4% |
| 6M | -1.3% | +12.6% | -13.9% | -14.5% |
| YTD | +7.0% | +12.0% | -5.0% | -6.8% |
| 1Y | +23.1% | +17.3% | +5.9% | +1.4% |
| 3Y | +135.4% | +75.2% | +60.1% | +24.3% |
| 5Y | +250.3% | +74.0% | +176.3% | +87.2% |
| All | +250.3% | +71.8% | +178.5% | +87.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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