+19.5%
PH vs Q
+66.4%
-46.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.3% | -3.5% | +1.5% |
| 7D | +2.0% | +0.3% | +1.7% | +1.9% |
| 30D | -3.7% | -9.8% | +6.1% | -1.8% |
| 3M | -14.0% | -12.2% | -1.8% | -12.1% |
| 6M | +2.1% | -21.6% | +23.7% | +5.6% |
| YTD | +5.1% | +43.6% | -38.5% | +0.3% |
| 1Y | +10.9% | +25.7% | -14.7% | +4.0% |
| All | +19.5% | +66.4% | -46.8% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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