+14.4%
PH vs SITM
+47.8%
-33.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.5% | +5.5% | +0.7% |
| 7D | +4.3% | +6.6% | -2.3% | +3.4% |
| 30D | +0.1% | -15.3% | +15.5% | +1.7% |
| 3M | -9.4% | -35.4% | +26.0% | -5.5% |
| 6M | +8.8% | -46.8% | +55.5% | +14.0% |
| YTD | +9.6% | +25.9% | -16.2% | -0.5% |
| 1Y | +14.4% | +54.0% | -39.6% | +0.5% |
| All | +14.4% | +47.8% | -33.4% | +0.5% |
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