+695.9%
PH vs TRU
+183.1%
+512.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.2% | -0.1% |
| 7D | +4.3% | 0.0% | +4.3% | +4.4% |
| 30D | +0.1% | +21.3% | -21.2% | -9.2% |
| 3M | -9.4% | +0.2% | -9.6% | -11.0% |
| 6M | +8.8% | +22.4% | -13.6% | -4.5% |
| YTD | +9.6% | -4.8% | +14.5% | +6.4% |
| 1Y | +14.4% | -0.2% | +14.6% | +8.2% |
| 3Y | +134.5% | +57.9% | +76.6% | +66.3% |
| 5Y | +204.4% | -26.1% | +230.6% | +214.0% |
| All | +695.9% | +183.1% | +512.8% | +423.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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