+703.3%
PH vs TPR
+391.0%
+312.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.0% | +3.9% | +3.3% |
| 7D | +2.0% | +14.2% | -12.2% | -3.4% |
| 30D | -3.7% | +17.1% | -20.8% | -9.8% |
| 3M | -14.0% | -17.7% | +3.7% | -8.5% |
| 6M | +2.1% | -10.2% | +12.3% | +4.2% |
| YTD | +5.1% | +4.9% | +0.2% | +0.1% |
| 1Y | +10.9% | +36.1% | -25.2% | -5.1% |
| 3Y | +132.9% | +416.5% | -283.5% | +8.7% |
| 5Y | +200.1% | +254.8% | -54.7% | +57.0% |
| All | +703.3% | +391.0% | +312.3% | +210.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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