+26.8%
PH vs S
+4.5%
+22.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.8% |
| 7D | +0.4% | -5.8% | +6.2% | +0.2% |
| 30D | -10.8% | -9.2% | -1.6% | -10.9% |
| 3M | +8.5% | +23.4% | -14.9% | +9.5% |
| 6M | +3.9% | +36.9% | -33.0% | +4.8% |
| YTD | +9.4% | +29.5% | -20.1% | +10.3% |
| 1Y | +26.8% | +5.4% | +21.4% | +30.6% |
| All | +26.8% | +4.5% | +22.3% | +30.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling