+250.3%
PH vs MKTX
-60.6%
+310.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -3.1% | -0.2% | -3.0% | -3.1% |
| 30D | -11.8% | +0.8% | -12.6% | -11.9% |
| 3M | +6.9% | +41.1% | -34.2% | +2.2% |
| 6M | -1.3% | -9.5% | +8.3% | +0.1% |
| YTD | +7.0% | -8.7% | +15.6% | +8.2% |
| 1Y | +23.1% | -10.0% | +33.1% | +24.7% |
| 3Y | +135.4% | -24.6% | +160.0% | +139.2% |
| 5Y | +250.3% | -60.3% | +310.6% | +252.9% |
| All | +250.3% | -60.6% | +310.9% | +252.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling