+4,492.9%
PH vs TRI
+561.6%
+3,931.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.4% | +5.2% | +2.5% |
| 7D | -3.1% | -0.5% | -2.5% | -3.0% |
| 30D | -3.2% | +7.9% | -11.1% | -7.5% |
| 3M | +10.6% | +24.1% | -13.5% | -4.4% |
| 6M | -2.1% | +3.8% | -6.0% | -10.0% |
| YTD | +10.2% | -16.9% | +27.0% | +12.1% |
| 1Y | +28.2% | -38.4% | +66.6% | +54.7% |
| 3Y | +134.9% | -12.2% | +147.1% | +122.0% |
| 5Y | +253.6% | -1.8% | +255.4% | +207.6% |
| 10Y | +804.7% | +207.6% | +597.1% | +288.3% |
| All | +4,492.9% | +561.6% | +3,931.3% | +998.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling