+3,736.8%
PH vs TNA
+1,004.3%
+2,732.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.4% |
| 7D | -3.1% | -0.1% | -3.0% | -3.1% |
| 30D | -3.2% | -4.9% | +1.7% | -1.8% |
| 3M | +10.6% | +0.4% | +10.2% | +9.4% |
| 6M | -2.1% | +32.5% | -34.7% | -13.0% |
| YTD | +10.2% | +53.7% | -43.5% | -7.5% |
| 1Y | +28.2% | +65.1% | -36.9% | +3.3% |
| 3Y | +134.9% | +98.4% | +36.4% | +60.5% |
| 5Y | +253.6% | -22.5% | +276.1% | +192.7% |
| 10Y | +804.7% | +82.5% | +722.2% | +325.7% |
| All | +3,736.8% | +1,004.3% | +2,732.4% | +530.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling