+23.1%
PH vs SITM
+140.9%
-117.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.1% | -3.7% | -1.9% |
| 7D | -3.1% | +4.8% | -8.0% | -3.8% |
| 30D | -11.8% | -9.7% | -2.1% | -10.8% |
| 3M | +6.9% | -9.3% | +16.3% | +6.6% |
| 6M | -1.3% | +69.5% | -70.8% | -13.7% |
| YTD | +7.0% | +70.5% | -63.6% | -7.6% |
| 1Y | +23.1% | +145.3% | -122.1% | -2.5% |
| All | +23.1% | +140.9% | -117.8% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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