+243.7%
PH vs MKSI
+80.3%
+163.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -0.9% |
| 7D | -3.1% | +4.9% | -8.0% | -4.6% |
| 30D | -11.8% | -11.0% | -0.8% | -8.8% |
| 3M | +6.9% | -17.1% | +24.0% | +10.1% |
| 6M | -1.3% | +16.4% | -17.7% | -10.4% |
| YTD | +7.0% | +64.3% | -57.3% | -14.6% |
| 1Y | +23.1% | +137.7% | -114.6% | -14.8% |
| 3Y | +135.4% | +189.1% | -53.7% | +41.2% |
| All | +243.7% | +80.3% | +163.4% | +138.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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