+235.0%
PH vs S
-56.8%
+291.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.2% |
| 7D | -3.1% | -7.7% | +4.6% | -2.2% |
| 30D | -3.2% | -5.3% | +2.1% | -2.9% |
| 3M | +10.6% | +20.3% | -9.7% | +7.7% |
| 6M | -2.1% | +47.4% | -49.5% | -7.7% |
| YTD | +10.2% | +32.5% | -22.3% | +5.1% |
| 1Y | +28.2% | +9.5% | +18.7% | +24.9% |
| 3Y | +134.9% | +15.5% | +119.4% | +124.4% |
| 5Y | +253.6% | -71.2% | +324.8% | +259.7% |
| All | +235.0% | -56.8% | +291.8% | +246.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling