+251.1%
PH vs SITM
+164.5%
+86.6%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.4% |
| 7D | 0.0% | +3.7% | -3.7% | -0.7% |
| 30D | -10.3% | -14.5% | +4.2% | -8.1% |
| 3M | +5.1% | -10.6% | +15.6% | +5.2% |
| 6M | +2.3% | +65.5% | -63.2% | -10.6% |
| YTD | +8.7% | +67.0% | -58.3% | -6.2% |
| 1Y | +26.8% | +138.6% | -111.8% | +0.9% |
| 3Y | +139.2% | +421.8% | -282.6% | +52.6% |
| 5Y | +251.1% | +172.4% | +78.7% | +121.8% |
| All | +251.1% | +164.5% | +86.6% | +121.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling