+440.7%
PH vs SITM
+4,608.4%
-4,167.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.5% | -6.7% | -1.4% |
| 7D | -3.1% | +9.7% | -12.8% | -4.7% |
| 30D | -3.2% | +12.7% | -15.9% | -6.0% |
| 3M | +10.6% | -13.4% | +24.0% | +11.2% |
| 6M | -2.1% | +59.6% | -61.8% | -13.8% |
| YTD | +10.2% | +73.3% | -63.1% | -5.3% |
| 1Y | +28.2% | +165.5% | -137.3% | +0.3% |
| 3Y | +134.9% | +368.7% | -233.8% | +53.3% |
| 5Y | +253.6% | +172.5% | +81.1% | +129.2% |
| All | +440.7% | +4,608.4% | -4,167.7% | +76.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling