+134.5%
PH vs S
+41.6%
+92.9%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | +4.3% | +2.0% | +2.4% | +4.1% |
| 30D | +0.1% | -2.7% | +2.9% | +0.2% |
| 3M | -9.4% | -6.9% | -2.5% | -9.0% |
| 6M | +8.8% | +38.1% | -29.3% | +2.0% |
| YTD | +9.6% | +48.0% | -38.4% | +0.5% |
| 1Y | +14.4% | +34.5% | -20.0% | +6.6% |
| 3Y | +134.5% | +38.3% | +96.2% | +122.7% |
| All | +134.5% | +41.6% | +92.9% | +122.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling