+695.9%
PH vs TRI
+225.2%
+470.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | -0.1% | 0.0% |
| 7D | +4.3% | -2.9% | +7.3% | +5.2% |
| 30D | +0.1% | +3.7% | -3.6% | -2.2% |
| 3M | -9.4% | +3.7% | -13.1% | -12.3% |
| 6M | +8.8% | +35.1% | -26.4% | -8.1% |
| YTD | +9.6% | -14.0% | +23.6% | +13.0% |
| 1Y | +14.4% | -19.0% | +33.4% | +22.2% |
| 3Y | +134.5% | -12.0% | +146.5% | +123.2% |
| 5Y | +204.4% | +0.6% | +203.8% | +158.0% |
| All | +695.9% | +225.2% | +470.6% | +254.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 10y: compounded portfolio wealth divided by compounded TRI 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…
10y analysis · Full analysis span regression · 6 months rolling