+22,018.4%
PH vs KEY
+987.2%
+21,031.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.7% | +0.8% | -1.0% |
| 7D | -3.9% | -2.5% | -1.4% | -3.1% |
| 30D | -9.4% | +4.1% | -13.5% | -10.7% |
| 3M | -10.3% | -8.4% | -2.0% | -7.8% |
| 6M | +2.7% | -2.3% | +5.0% | +3.2% |
| YTD | +2.1% | +4.6% | -2.4% | +0.3% |
| 1Y | +16.2% | +24.6% | -8.3% | +7.5% |
| 3Y | +129.3% | +112.8% | +16.5% | +75.6% |
| 5Y | +191.7% | +12.9% | +178.8% | +164.1% |
| 10Y | +759.2% | +126.7% | +632.6% | +509.5% |
| All | +22,018.4% | +987.2% | +21,031.2% | +7,595.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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