+249.6%
PH vs TDY
+39.0%
+210.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +0.9% |
| 7D | -1.3% | -1.1% | -0.2% | -0.6% |
| 30D | -11.0% | -12.0% | +1.1% | -3.2% |
| 3M | +5.5% | -3.2% | +8.7% | +7.6% |
| 6M | +1.5% | -7.9% | +9.3% | +6.5% |
| YTD | +8.8% | +18.2% | -9.4% | -4.3% |
| 1Y | +24.5% | +6.7% | +17.8% | +17.2% |
| 3Y | +141.2% | +47.5% | +93.6% | +80.5% |
| All | +249.6% | +39.0% | +210.5% | +159.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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