+209.7%
PH vs TPR
+230.3%
-20.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.1% | 0.0% |
| 7D | +4.3% | -0.3% | +4.6% | +4.5% |
| 30D | +0.1% | +15.1% | -15.0% | -4.8% |
| 3M | -9.4% | +3.5% | -12.9% | -10.8% |
| 6M | +8.8% | +0.4% | +8.3% | +6.8% |
| YTD | +9.6% | +4.6% | +5.0% | +5.2% |
| 1Y | +14.4% | +33.1% | -18.7% | +0.6% |
| 3Y | +134.5% | +396.0% | -261.5% | +16.9% |
| All | +209.7% | +230.3% | -20.6% | +84.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling