+694.2%
PH vs SM
+18.0%
+676.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +4.1% | +9.4% | -5.3% | +2.6% |
| 30D | -0.1% | -14.4% | +14.3% | +2.0% |
| 3M | -9.6% | +1.6% | -11.1% | -10.5% |
| 6M | +8.5% | +6.3% | +2.2% | +5.5% |
| YTD | +9.4% | +78.8% | -69.4% | -3.9% |
| 1Y | +14.2% | +83.1% | -68.9% | -0.3% |
| 3Y | +134.0% | -5.9% | +139.9% | +123.6% |
| 5Y | +203.8% | +4.8% | +199.0% | +175.1% |
| All | +694.2% | +18.0% | +676.2% | +382.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling