+233.4%
PH vs S
-51.5%
+284.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.3% | +4.7% | -0.8% |
| 7D | +7.4% | +4.1% | +3.3% | +6.9% |
| 30D | +0.5% | -7.2% | +7.6% | +1.1% |
| 3M | -10.2% | 0.0% | -10.2% | -10.8% |
| 6M | +8.9% | +41.6% | -32.7% | +3.4% |
| YTD | +9.7% | +48.6% | -38.9% | +2.8% |
| 1Y | +12.8% | +30.0% | -17.2% | +7.4% |
| 3Y | +134.6% | +42.2% | +92.4% | +118.5% |
| 5Y | +204.5% | -70.8% | +275.3% | +206.4% |
| All | +233.4% | -51.5% | +284.9% | +239.0% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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