+209.7%
PH vs SM
+5.5%
+204.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +4.3% | +9.4% | -5.0% | +2.6% |
| 30D | +0.1% | -14.4% | +14.5% | +2.4% |
| 3M | -9.4% | +1.6% | -10.9% | -10.6% |
| 6M | +8.8% | +6.3% | +2.4% | +5.0% |
| YTD | +9.6% | +78.8% | -69.2% | -8.4% |
| 1Y | +14.4% | +83.1% | -68.7% | -5.2% |
| 3Y | +134.5% | -5.9% | +140.4% | +120.2% |
| All | +209.7% | +5.5% | +204.2% | +173.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling