+19,730.7%
PH vs SM
+1,302.7%
+18,428.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.0% | +1.9% | +2.7% |
| 7D | +2.0% | -25.9% | +27.9% | +7.1% |
| 30D | -3.7% | -15.1% | +11.4% | -1.3% |
| 3M | -14.0% | +4.9% | -18.9% | -15.6% |
| 6M | +2.1% | +6.1% | -4.0% | -1.0% |
| YTD | +5.1% | +63.4% | -58.4% | -6.9% |
| 1Y | +10.9% | +72.5% | -61.5% | -2.9% |
| 3Y | +132.9% | -16.9% | +149.8% | +126.8% |
| 5Y | +200.1% | -10.6% | +210.7% | +176.6% |
| 10Y | +783.8% | +11.3% | +772.5% | +439.7% |
| All | +19,730.7% | +1,302.7% | +18,428.1% | +7,865.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling