+782.8%
PH vs TRI
+191.2%
+591.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.1% |
| 7D | -3.1% | -14.4% | +11.2% | +2.1% |
| 30D | -11.8% | -8.1% | -3.7% | -9.6% |
| 3M | +6.9% | +17.5% | -10.6% | -2.3% |
| 6M | -1.3% | -5.0% | +3.7% | -2.8% |
| YTD | +7.0% | -24.7% | +31.7% | +17.2% |
| 1Y | +23.1% | -41.5% | +64.6% | +56.0% |
| 3Y | +135.4% | -20.3% | +155.7% | +132.8% |
| 5Y | +250.3% | -10.9% | +261.3% | +213.1% |
| All | +782.8% | +191.2% | +591.6% | +312.7% |
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