+142.6%
PH vs MKC
-30.6%
+173.2%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | +0.4% | -4.3% | +4.7% | +0.8% |
| 30D | -10.8% | -2.0% | -8.8% | -10.7% |
| 3M | +8.5% | +10.0% | -1.5% | +7.1% |
| 6M | +3.9% | -18.5% | +22.4% | +7.1% |
| YTD | +9.4% | -22.4% | +31.8% | +13.5% |
| 1Y | +26.8% | -23.6% | +50.4% | +31.8% |
| All | +142.6% | -30.6% | +173.2% | +156.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 3y: compounded portfolio wealth divided by compounded MKC 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…
3y analysis · Full analysis span regression · 6 months rolling