+253.6%
PH vs TPR
+239.8%
+13.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -3.1% | -2.3% | -0.8% | -2.3% |
| 30D | -3.2% | -23.0% | +19.7% | +5.0% |
| 3M | +10.6% | -12.5% | +23.1% | +14.5% |
| 6M | -2.1% | -21.4% | +19.3% | +4.7% |
| YTD | +10.2% | -3.5% | +13.7% | +9.2% |
| 1Y | +28.2% | +17.4% | +10.9% | +17.3% |
| 3Y | +134.9% | +291.3% | -156.4% | +30.2% |
| All | +253.6% | +239.8% | +13.8% | +104.5% |
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 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