+23,761.0%
PH vs MTB
+8,294.1%
+15,466.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -3.1% | +1.7% | -4.8% | -3.9% |
| 30D | -3.2% | -4.2% | +0.9% | -1.2% |
| 3M | +10.6% | +8.9% | +1.7% | +5.9% |
| 6M | -2.1% | +10.9% | -13.0% | -7.0% |
| YTD | +10.2% | +21.5% | -11.3% | -0.1% |
| 1Y | +28.2% | +21.9% | +6.3% | +15.8% |
| 3Y | +134.9% | +109.2% | +25.6% | +62.4% |
| 5Y | +253.6% | +102.0% | +151.7% | +140.9% |
| 10Y | +804.7% | +171.9% | +632.8% | +425.2% |
| All | +23,761.0% | +8,294.1% | +15,466.9% | +4,097.8% |
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