+893.3%
PH vs PR
+169.5%
+723.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | 0.0% |
| 7D | -3.1% | +2.9% | -6.0% | -3.4% |
| 30D | -3.2% | +18.0% | -21.3% | -5.4% |
| 3M | +10.6% | +16.9% | -6.3% | +8.1% |
| 6M | -2.1% | +28.2% | -30.3% | -5.8% |
| YTD | +10.2% | +69.3% | -59.1% | +2.1% |
| 1Y | +28.2% | +69.5% | -41.3% | +18.6% |
| 3Y | +134.9% | +81.7% | +53.2% | +113.9% |
| 5Y | +253.6% | +422.2% | -168.6% | +179.5% |
| 10Y | +804.7% | +110.4% | +694.4% | +667.6% |
| All | +893.3% | +169.5% | +723.8% | +748.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 all: compounded portfolio wealth divided by compounded PR 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…
all analysis · Full analysis span regression · 6 months rolling