+19.3%
PH vs SM
+70.4%
-51.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -15.3% | +11.6% | -5.7% |
| 7D | -0.2% | -21.5% | +21.3% | -3.4% |
| 30D | -6.7% | -11.4% | +4.7% | -7.9% |
| 3M | -8.1% | +0.6% | -8.7% | -6.9% |
| 6M | +5.3% | +0.2% | +5.1% | +7.7% |
| YTD | +4.2% | +69.7% | -65.5% | +6.7% |
| 1Y | +19.3% | +71.6% | -52.2% | +22.5% |
| All | +19.3% | +70.4% | -51.0% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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