+250.3%
PH vs SU
+341.5%
-91.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -3.1% | +1.7% | -4.8% | -3.6% |
| 30D | -11.8% | +9.6% | -21.4% | -14.2% |
| 3M | +6.9% | +11.7% | -4.8% | +3.0% |
| 6M | -1.3% | +21.9% | -23.2% | -8.7% |
| YTD | +7.0% | +58.6% | -51.7% | -9.9% |
| 1Y | +23.1% | +66.5% | -43.4% | +1.8% |
| 3Y | +135.4% | +121.4% | +14.0% | +74.6% |
| 5Y | +250.3% | +355.7% | -105.4% | +107.4% |
| All | +250.3% | +341.5% | -91.1% | +107.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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