+253.6%
PH vs SM
+107.8%
+145.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | +0.3% |
| 7D | -3.1% | +0.1% | -3.2% | -3.1% |
| 30D | -3.2% | +26.3% | -29.6% | -7.6% |
| 3M | +10.6% | +8.7% | +1.9% | +7.8% |
| 6M | -2.1% | +51.7% | -53.8% | -12.7% |
| YTD | +10.2% | +99.0% | -88.9% | -8.5% |
| 1Y | +28.2% | +34.6% | -6.4% | +16.3% |
| 3Y | +134.9% | -7.8% | +142.6% | +123.7% |
| All | +253.6% | +107.8% | +145.8% | +165.1% |
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