+1,538.8%
PH vs MSCI
+2,756.4%
-1,217.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -3.1% | +0.4% | -3.5% | -3.2% |
| 30D | -3.2% | +0.6% | -3.8% | -3.6% |
| 3M | +10.6% | -7.1% | +17.7% | +12.9% |
| 6M | -2.1% | +0.8% | -3.0% | -4.3% |
| YTD | +10.2% | +1.0% | +9.2% | +6.8% |
| 1Y | +28.2% | +4.3% | +23.9% | +21.8% |
| 3Y | +134.9% | +9.9% | +124.9% | +113.7% |
| 5Y | +253.6% | -6.8% | +260.4% | +235.5% |
| 10Y | +804.7% | +614.7% | +190.1% | +238.5% |
| All | +1,538.8% | +2,756.4% | -1,217.6% | +211.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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