+14.6%
PH vs MTB
+21.3%
-6.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | +6.9% | -2.0% | +8.9% | +7.8% |
| 30D | +1.7% | +0.1% | +1.5% | +1.6% |
| 3M | -8.1% | -12.1% | +4.0% | -2.3% |
| 6M | +11.5% | +7.3% | +4.2% | +6.0% |
| YTD | +11.4% | +11.5% | -0.2% | +2.4% |
| All | +14.6% | +21.3% | -6.7% | +0.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling