+797.8%
PH vs MDY
+177.2%
+620.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +0.7% |
| 7D | -1.3% | -1.9% | +0.6% | +1.0% |
| 30D | -11.0% | -4.6% | -6.3% | -5.7% |
| 3M | +5.5% | -1.2% | +6.7% | +7.1% |
| 6M | +1.5% | +9.2% | -7.7% | -8.8% |
| YTD | +8.8% | +13.1% | -4.3% | -6.3% |
| 1Y | +24.5% | +13.0% | +11.5% | +7.1% |
| 3Y | +141.2% | +49.2% | +92.0% | +49.8% |
| 5Y | +256.3% | +47.2% | +209.1% | +124.1% |
| All | +797.8% | +177.2% | +620.7% | +173.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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