+23,612.3%
PH vs MTB
+7,695.2%
+15,917.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.3% | +1.9% | +3.1% |
| 7D | +3.0% | -0.8% | +3.8% | +3.4% |
| 30D | -0.6% | +2.4% | -3.0% | -1.9% |
| 3M | -10.7% | -10.5% | -0.2% | -6.0% |
| 6M | +9.1% | +6.4% | +2.7% | +5.4% |
| YTD | +9.5% | +12.8% | -3.3% | +2.7% |
| 1Y | +14.0% | +23.3% | -9.2% | +2.4% |
| 3Y | +138.9% | +108.2% | +30.6% | +65.6% |
| 5Y | +209.1% | +68.6% | +140.6% | +130.2% |
| 10Y | +737.3% | +125.3% | +612.0% | +427.8% |
| All | +23,612.3% | +7,695.2% | +15,917.0% | +4,215.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling