+141.2%
PH vs MKTX
-25.3%
+166.4%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | -1.3% | -0.2% | -1.1% | -1.3% |
| 30D | -11.0% | +0.7% | -11.7% | -11.0% |
| 3M | +5.5% | +40.8% | -35.3% | +4.3% |
| 6M | +1.5% | -8.0% | +9.5% | +2.3% |
| YTD | +8.8% | -8.7% | +17.5% | +9.7% |
| 1Y | +24.5% | -11.8% | +36.3% | +25.7% |
| 3Y | +141.2% | -24.0% | +165.2% | +139.0% |
| All | +141.2% | -25.3% | +166.4% | +139.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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