+812.6%
PH vs MTB
+172.8%
+639.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | 0.0% | +1.1% | -1.1% | -0.6% |
| 30D | -10.3% | -4.6% | -5.7% | -7.7% |
| 3M | +5.1% | +6.3% | -1.2% | +1.1% |
| 6M | +2.3% | +15.6% | -13.3% | -6.5% |
| YTD | +8.7% | +20.6% | -11.9% | -3.4% |
| 1Y | +26.8% | +22.5% | +4.2% | +11.3% |
| 3Y | +139.2% | +114.4% | +24.8% | +48.3% |
| 5Y | +251.1% | +101.9% | +149.2% | +112.8% |
| 10Y | +812.6% | +170.4% | +642.2% | +320.7% |
| All | +812.6% | +172.8% | +639.7% | +320.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling