+792.3%
PH vs M
-6.4%
+798.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | -0.1% |
| 7D | +0.4% | +2.4% | -2.0% | -0.2% |
| 30D | -10.8% | -11.6% | +0.8% | -8.2% |
| 3M | +8.5% | +1.6% | +6.8% | +7.5% |
| 6M | +3.9% | +25.2% | -21.3% | -2.3% |
| YTD | +9.4% | +3.8% | +5.7% | +7.1% |
| 1Y | +26.8% | +36.3% | -9.6% | +15.5% |
| 3Y | +140.8% | +116.3% | +24.5% | +84.8% |
| 5Y | +253.8% | +28.2% | +225.6% | +188.4% |
| 10Y | +792.3% | -3.4% | +795.7% | +449.4% |
| All | +792.3% | -6.4% | +798.7% | +449.4% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling