+136.4%
PH vs TPR
+419.9%
-283.5%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | +2.1% | +12.1% | -9.9% | -1.3% |
| 30D | +0.3% | +16.7% | -16.4% | -4.3% |
| 3M | -8.8% | -17.4% | +8.6% | -4.4% |
| 6M | +10.0% | +2.3% | +7.8% | +7.8% |
| YTD | +10.5% | +7.1% | +3.3% | +6.2% |
| 1Y | +15.5% | +29.5% | -14.0% | +4.6% |
| 3Y | +136.4% | +415.0% | -278.7% | +34.5% |
| All | +136.4% | +419.9% | -283.5% | +34.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling