+2,634.4%
PH vs MKTX
+1,445.7%
+1,188.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +0.4% | +0.4% | 0.0% | +0.3% |
| 30D | -10.8% | +1.0% | -11.8% | -11.0% |
| 3M | +8.5% | +41.3% | -32.8% | -1.5% |
| 6M | +3.9% | -11.3% | +15.3% | +5.4% |
| YTD | +9.4% | -8.6% | +18.0% | +9.9% |
| 1Y | +26.8% | -11.1% | +37.8% | +27.9% |
| 3Y | +140.8% | -24.5% | +165.3% | +145.2% |
| 5Y | +253.8% | -61.4% | +315.2% | +316.3% |
| 10Y | +792.3% | +6.8% | +785.5% | +655.3% |
| All | +2,634.4% | +1,445.7% | +1,188.7% | +824.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling