+251.1%
PH vs MKC
-34.7%
+285.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | 0.0% | -4.3% | +4.3% | +0.8% |
| 30D | -10.3% | -3.1% | -7.2% | -9.8% |
| 3M | +5.1% | +6.8% | -1.8% | +3.4% |
| 6M | +2.3% | -18.3% | +20.6% | +6.5% |
| YTD | +8.7% | -23.1% | +31.7% | +14.3% |
| 1Y | +26.8% | -23.7% | +50.4% | +33.4% |
| 3Y | +139.2% | -31.0% | +170.2% | +158.1% |
| 5Y | +251.1% | -33.5% | +284.6% | +291.4% |
| All | +251.1% | -34.7% | +285.8% | +291.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling