+1,015.7%
PH vs P
+485.4%
+530.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.5% |
| 7D | -3.1% | +6.5% | -9.6% | -4.5% |
| 30D | -3.2% | +18.8% | -22.1% | -7.5% |
| 3M | +10.6% | +26.7% | -16.2% | +3.5% |
| 6M | -2.1% | +62.2% | -64.3% | -14.7% |
| YTD | +10.2% | +48.5% | -38.3% | -2.9% |
| 1Y | +28.2% | +26.4% | +1.8% | +14.7% |
| 3Y | +134.9% | +159.4% | -24.5% | +64.0% |
| 5Y | +253.6% | +275.8% | -22.2% | +116.5% |
| 10Y | +804.7% | +732.0% | +72.7% | +341.8% |
| All | +1,015.7% | +485.4% | +530.3% | +445.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling