+747.9%
PH vs RF
+279.4%
+468.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.2% | +3.1% |
| 7D | +2.0% | -0.9% | +2.9% | +2.5% |
| 30D | -3.7% | +6.0% | -9.7% | -7.1% |
| 3M | -14.0% | -8.9% | -5.1% | -9.5% |
| 6M | +2.1% | +2.3% | -0.2% | -0.1% |
| YTD | +5.1% | +7.6% | -2.5% | -0.6% |
| 1Y | +10.9% | +21.2% | -10.2% | -2.2% |
| 3Y | +132.9% | +108.5% | +24.4% | +46.6% |
| 5Y | +200.1% | +43.2% | +156.9% | +126.9% |
| All | +747.9% | +279.4% | +468.5% | +245.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 10y: compounded portfolio wealth divided by compounded RF 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…
10y analysis · Full analysis span regression · 6 months rolling