+3,717.2%
PH vs TNA
+781.2%
+2,936.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.3% |
| 7D | +4.3% | +3.7% | +0.6% | +3.0% |
| 30D | +0.1% | +4.4% | -4.2% | -2.0% |
| 3M | -9.4% | -26.7% | +17.3% | -0.6% |
| 6M | +8.8% | -12.8% | +21.6% | +11.2% |
| YTD | +9.6% | +22.7% | -13.0% | -1.8% |
| 1Y | +14.4% | +35.7% | -21.2% | -1.4% |
| 3Y | +134.5% | +134.6% | 0.0% | +50.7% |
| 5Y | +204.4% | -46.0% | +250.4% | +184.0% |
| 10Y | +697.3% | +38.0% | +659.2% | +310.0% |
| All | +3,717.2% | +781.2% | +2,936.0% | +570.1% |
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