+191.7%
PH vs PL
+11.6%
+180.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -10.1% | +8.2% | -1.0% |
| 7D | -3.9% | -20.5% | +16.7% | -1.9% |
| 30D | -9.4% | -38.8% | +29.4% | -5.3% |
| 3M | -10.3% | -49.1% | +38.8% | -4.9% |
| 6M | +2.7% | -69.4% | +72.1% | +12.6% |
| YTD | +2.1% | -42.3% | +44.5% | +2.8% |
| 1Y | +16.2% | -14.2% | +30.4% | +10.8% |
| 3Y | +129.3% | +398.7% | -269.4% | +61.9% |
| 5Y | +191.7% | +11.1% | +180.6% | +120.8% |
| All | +191.7% | +11.6% | +180.2% | +120.8% |
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