+251.1%
PH vs MTB
+103.4%
+147.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | 0.0% | +1.1% | -1.1% | -0.5% |
| 30D | -10.3% | -4.6% | -5.7% | -8.1% |
| 3M | +5.1% | +6.3% | -1.2% | +1.6% |
| 6M | +2.3% | +15.6% | -13.3% | -5.3% |
| YTD | +8.7% | +20.6% | -11.9% | -1.8% |
| 1Y | +26.8% | +22.5% | +4.2% | +13.3% |
| 3Y | +139.2% | +114.4% | +24.8% | +63.2% |
| 5Y | +251.1% | +101.9% | +149.2% | +136.5% |
| All | +251.1% | +103.4% | +147.7% | +136.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling