+713.9%
PH vs SM
+4.2%
+709.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.7% |
| 7D | +2.1% | -19.5% | +21.6% | +5.5% |
| 30D | +0.3% | -20.2% | +20.5% | +3.5% |
| 3M | -8.8% | -6.5% | -2.3% | -8.6% |
| 6M | +10.0% | +1.6% | +8.5% | +7.7% |
| YTD | +10.5% | +61.2% | -50.8% | -1.3% |
| 1Y | +15.5% | +65.4% | -49.8% | +2.5% |
| 3Y | +136.4% | -13.0% | +149.4% | +128.7% |
| 5Y | +213.6% | -4.3% | +217.9% | +188.2% |
| 10Y | +713.9% | +3.0% | +710.9% | +402.7% |
| All | +713.9% | +4.2% | +709.7% | +402.7% |
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