+6,067.4%
PH vs TPR
+8,033.7%
-1,966.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.0% | +3.9% | +3.2% |
| 7D | +2.0% | +14.2% | -12.2% | -3.2% |
| 30D | -3.7% | +17.1% | -20.8% | -9.5% |
| 3M | -14.0% | -17.7% | +3.7% | -8.8% |
| 6M | +2.1% | -10.2% | +12.3% | +4.1% |
| YTD | +5.1% | +4.9% | +0.2% | +0.5% |
| 1Y | +10.9% | +36.1% | -25.2% | -4.1% |
| 3Y | +132.9% | +416.5% | -283.5% | +15.6% |
| 5Y | +200.1% | +254.8% | -54.7% | +65.4% |
| 10Y | +783.8% | +391.7% | +392.1% | +274.9% |
| All | +6,067.4% | +8,033.7% | -1,966.3% | +881.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling