+137.1%
PH vs POET
+111.1%
+26.0%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.0% | +3.4% | -1.5% |
| 7D | -3.1% | +3.7% | -6.8% | -3.2% |
| 30D | -11.8% | -11.5% | -0.3% | -11.5% |
| 3M | +6.9% | -30.8% | +37.7% | +7.6% |
| 6M | -1.3% | +8.6% | -9.8% | -4.1% |
| YTD | +7.0% | +20.1% | -13.1% | +3.2% |
| 1Y | +23.1% | +35.7% | -12.6% | +17.4% |
| All | +137.1% | +111.1% | +26.0% | +109.9% |
Cumulative growth
Daily Returns
Daily percentage return beside POET.
Daily Out/Under-Performance
Portfolio return minus POET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × POET 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 POET 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