+251.1%
PH vs TCOM
+25.9%
+225.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.6% | -0.3% |
| 7D | 0.0% | -10.2% | +10.2% | +1.3% |
| 30D | -10.3% | -16.8% | +6.5% | -8.3% |
| 3M | +5.1% | -16.7% | +21.8% | +7.1% |
| 6M | +2.3% | -27.1% | +29.4% | +6.0% |
| YTD | +8.7% | -45.5% | +54.2% | +16.5% |
| 1Y | +26.8% | -45.9% | +72.6% | +35.9% |
| 3Y | +139.2% | +9.8% | +129.4% | +129.6% |
| 5Y | +251.1% | +23.8% | +227.3% | +221.6% |
| All | +251.1% | +25.9% | +225.2% | +221.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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