+14.4%
PH vs S
+30.9%
-16.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | +4.3% | +2.0% | +2.4% | +4.4% |
| 30D | +0.1% | -2.7% | +2.9% | +0.1% |
| 3M | -9.4% | -6.9% | -2.5% | -9.2% |
| 6M | +8.8% | +38.1% | -29.3% | +11.8% |
| YTD | +9.6% | +48.0% | -38.4% | +12.4% |
| 1Y | +14.4% | +34.5% | -20.0% | +17.7% |
| All | +14.4% | +30.9% | -16.4% | +17.7% |
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