+18,866.5%
PH vs M
+396.5%
+18,470.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -0.9% |
| 7D | -3.1% | +4.7% | -7.8% | -4.3% |
| 30D | -3.2% | -9.6% | +6.4% | -0.5% |
| 3M | +10.6% | +0.9% | +9.7% | +9.6% |
| 6M | -2.1% | +22.3% | -24.4% | -8.4% |
| YTD | +10.2% | +6.5% | +3.7% | +6.6% |
| 1Y | +28.2% | +38.8% | -10.5% | +14.4% |
| 3Y | +134.9% | +115.9% | +19.0% | +72.9% |
| 5Y | +253.6% | +28.6% | +225.0% | +177.4% |
| 10Y | +804.7% | -2.5% | +807.3% | +516.5% |
| All | +18,866.5% | +396.5% | +18,470.0% | +6,892.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling