+249.6%
PH vs POET
-6.5%
+256.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.6% | -2.9% | +1.5% |
| 7D | -1.3% | +0.4% | -1.7% | -1.3% |
| 30D | -11.0% | -10.4% | -0.6% | -10.7% |
| 3M | +5.5% | -29.3% | +34.8% | +6.3% |
| 6M | +1.5% | +6.9% | -5.4% | -1.8% |
| YTD | +8.8% | +25.6% | -16.8% | +4.2% |
| 1Y | +24.5% | +49.2% | -24.7% | +17.4% |
| 3Y | +141.2% | +128.4% | +12.7% | +117.9% |
| All | +249.6% | -6.5% | +256.0% | +218.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling