+219.4%
PH vs S
-52.7%
+272.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.6% | +1.2% | +2.7% |
| 7D | +2.0% | -13.4% | +15.4% | +3.5% |
| 30D | -3.7% | -14.0% | +10.3% | -2.3% |
| 3M | -14.0% | +4.9% | -18.9% | -15.1% |
| 6M | +2.1% | +42.0% | -39.9% | -3.1% |
| YTD | +5.1% | +45.1% | -40.1% | -1.3% |
| 1Y | +10.9% | +33.1% | -22.1% | +5.2% |
| 3Y | +132.9% | +40.6% | +92.3% | +117.3% |
| 5Y | +200.1% | -67.5% | +267.5% | +201.7% |
| All | +219.4% | -52.7% | +272.1% | +225.6% |
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