+782.8%
PH vs TNA
+84.1%
+698.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.0% | +1.4% | -0.5% |
| 7D | -3.1% | -7.6% | +4.5% | -0.5% |
| 30D | -11.8% | -13.6% | +1.8% | -7.4% |
| 3M | +6.9% | +2.8% | +4.1% | +5.1% |
| 6M | -1.3% | +34.5% | -35.8% | -13.1% |
| YTD | +7.0% | +41.0% | -34.1% | -8.2% |
| 1Y | +23.1% | +52.0% | -28.9% | +1.1% |
| 3Y | +135.4% | +103.5% | +31.9% | +55.8% |
| 5Y | +250.3% | -22.5% | +272.9% | +187.2% |
| All | +782.8% | +84.1% | +698.7% | +276.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 10y: compounded portfolio wealth divided by compounded TNA 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…
10y analysis · Full analysis span regression · 6 months rolling