+20,569.1%
PH vs SM
+1,264.2%
+19,304.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.7% | +7.0% | +4.7% |
| 7D | +3.0% | -22.3% | +25.3% | +7.4% |
| 30D | -0.6% | -21.4% | +20.7% | +3.1% |
| 3M | -10.7% | +1.4% | -12.1% | -11.8% |
| 6M | +9.1% | +0.1% | +9.0% | +6.8% |
| YTD | +9.5% | +59.0% | -49.5% | -2.6% |
| 1Y | +14.0% | +64.3% | -50.3% | +0.7% |
| 3Y | +138.9% | -13.1% | +152.0% | +130.8% |
| 5Y | +209.1% | -13.9% | +223.0% | +186.6% |
| 10Y | +737.3% | +1.7% | +735.6% | +419.4% |
| All | +20,569.1% | +1,264.2% | +19,304.9% | +8,239.8% |
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