+256.0%
PH vs MDY
+45.3%
+210.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | +0.5% |
| 7D | 0.0% | -0.8% | +0.8% | +0.9% |
| 30D | -10.3% | -3.9% | -6.4% | -6.3% |
| 3M | +5.1% | 0.0% | +5.1% | +5.1% |
| 6M | +2.3% | +8.5% | -6.3% | -6.7% |
| YTD | +8.7% | +13.2% | -4.5% | -5.5% |
| 1Y | +26.8% | +15.0% | +11.7% | +8.2% |
| 3Y | +139.2% | +49.6% | +89.6% | +55.2% |
| All | +256.0% | +45.3% | +210.7% | +132.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling