+4,777.4%
PH vs TDY
+7,071.3%
-2,293.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.4% |
| 7D | +0.4% | -0.9% | +1.3% | +0.7% |
| 30D | -10.8% | -12.5% | +1.7% | -6.4% |
| 3M | +8.5% | -1.2% | +9.6% | +8.9% |
| 6M | +3.9% | -6.6% | +10.5% | +6.4% |
| YTD | +9.4% | +18.5% | -9.1% | +2.6% |
| 1Y | +26.8% | +10.8% | +16.0% | +21.5% |
| 3Y | +140.8% | +47.5% | +93.3% | +109.0% |
| 5Y | +253.8% | +35.8% | +218.0% | +215.9% |
| 10Y | +792.3% | +459.0% | +333.4% | +428.2% |
| All | +4,777.4% | +7,071.3% | -2,293.9% | +1,724.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling