+253.6%
PH vs RF
+89.8%
+163.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -3.1% | +1.3% | -4.4% | -3.8% |
| 30D | -3.2% | -3.6% | +0.4% | -1.4% |
| 3M | +10.6% | +8.1% | +2.5% | +5.6% |
| 6M | -2.1% | +11.5% | -13.6% | -8.2% |
| YTD | +10.2% | +15.6% | -5.4% | +0.9% |
| 1Y | +28.2% | +15.7% | +12.5% | +17.0% |
| 3Y | +134.9% | +86.9% | +48.0% | +64.0% |
| All | +253.6% | +89.8% | +163.8% | +133.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling