+792.3%
PH vs SM
+12.3%
+780.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.6% | -4.3% | -1.3% |
| 7D | +0.4% | -0.2% | +0.5% | +0.4% |
| 30D | -10.8% | +31.5% | -42.3% | -14.9% |
| 3M | +8.5% | +17.3% | -8.9% | +4.7% |
| 6M | +3.9% | +48.5% | -44.6% | -4.6% |
| YTD | +9.4% | +106.3% | -96.8% | -5.4% |
| 1Y | +26.8% | +47.3% | -20.5% | +15.4% |
| 3Y | +140.8% | -1.4% | +142.2% | +129.5% |
| 5Y | +253.8% | +114.0% | +139.7% | +187.5% |
| 10Y | +792.3% | +12.5% | +779.9% | +448.9% |
| All | +792.3% | +12.3% | +780.0% | +448.9% |
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