+216.0%
PH vs TPR
+238.0%
-22.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.4% |
| 7D | +6.9% | +6.4% | +0.5% | +4.5% |
| 30D | +1.7% | +13.8% | -12.1% | -3.0% |
| 3M | -8.1% | -16.6% | +8.5% | -3.3% |
| 6M | +11.5% | +0.7% | +10.8% | +9.4% |
| YTD | +11.4% | +5.3% | +6.0% | +6.7% |
| 1Y | +14.1% | +32.4% | -18.3% | +0.5% |
| 3Y | +138.2% | +406.4% | -268.1% | +17.8% |
| 5Y | +216.0% | +227.9% | -11.9% | +90.5% |
| All | +216.0% | +238.0% | -22.0% | +90.5% |
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