+209.7%
PH vs RF
+47.5%
+162.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.3% | -0.7% |
| 7D | +4.3% | +1.9% | +2.4% | +3.3% |
| 30D | +0.1% | +7.3% | -7.2% | -3.8% |
| 3M | -9.4% | -7.9% | -1.5% | -5.4% |
| 6M | +8.8% | +10.5% | -1.8% | +2.2% |
| YTD | +9.6% | +9.6% | 0.0% | +3.0% |
| 1Y | +14.4% | +20.3% | -5.9% | +2.0% |
| 3Y | +134.5% | +119.5% | +15.0% | +50.3% |
| All | +209.7% | +47.5% | +162.2% | +137.4% |
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