+209.1%
PH vs PL
+37.0%
+172.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +14.5% | -10.3% | +2.8% |
| 7D | +3.0% | +10.9% | -7.8% | +1.9% |
| 30D | -0.6% | -16.4% | +15.7% | +0.8% |
| 3M | -10.7% | -39.9% | +29.2% | -6.9% |
| 6M | +9.1% | -63.2% | +72.3% | +17.6% |
| YTD | +9.5% | -27.1% | +36.6% | +7.7% |
| 1Y | +14.0% | +12.2% | +1.9% | +5.9% |
| 3Y | +138.9% | +584.3% | -445.4% | +63.2% |
| 5Y | +209.1% | +37.0% | +172.2% | +128.7% |
| All | +209.1% | +37.0% | +172.2% | +128.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling