+208.4%
PH vs PL
+28.1%
+180.3%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +10.4% | -7.5% | +1.9% |
| 7D | +2.0% | -6.8% | +8.8% | +2.6% |
| 30D | -3.7% | -29.3% | +25.6% | -0.7% |
| 3M | -14.0% | -44.8% | +30.7% | -9.5% |
| 6M | +2.1% | -68.4% | +70.5% | +11.7% |
| YTD | +5.1% | -36.4% | +41.4% | +4.7% |
| 1Y | +10.9% | +0.7% | +10.2% | +4.1% |
| 3Y | +132.9% | +455.3% | -322.4% | +62.7% |
| 5Y | +200.1% | +22.7% | +177.4% | +124.7% |
| All | +208.4% | +28.1% | +180.3% | +129.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 10y: compounded portfolio wealth divided by compounded PL 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…
10y analysis · Full analysis span regression · 6 months rolling