+136.4%
PH vs P
+187.1%
-50.8%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.0% |
| 7D | +2.1% | -13.3% | +15.5% | +4.1% |
| 30D | +0.3% | -34.0% | +34.3% | +6.0% |
| 3M | -8.8% | +4.1% | -12.9% | -10.5% |
| 6M | +10.0% | +30.5% | -20.4% | +3.1% |
| YTD | +10.5% | +52.2% | -41.7% | -0.1% |
| 1Y | +15.5% | +10.3% | +5.2% | +9.0% |
| 3Y | +136.4% | +180.9% | -44.5% | +82.1% |
| All | +136.4% | +187.1% | -50.8% | +82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 3y: compounded portfolio wealth divided by compounded P 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…
3y analysis · Full analysis span regression · 6 months rolling