+253.6%
PH vs M
+27.3%
+226.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -0.8% |
| 7D | -3.1% | +4.7% | -7.8% | -4.0% |
| 30D | -3.2% | -9.6% | +6.4% | -1.2% |
| 3M | +10.6% | +0.9% | +9.7% | +9.9% |
| 6M | -2.1% | +22.3% | -24.4% | -7.0% |
| YTD | +10.2% | +6.5% | +3.7% | +7.5% |
| 1Y | +28.2% | +38.8% | -10.5% | +17.4% |
| 3Y | +134.9% | +115.9% | +19.0% | +84.1% |
| All | +253.6% | +27.3% | +226.4% | +199.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling