+23.1%
PH vs TRU
-17.6%
+40.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -3.1% | -9.4% | +6.3% | -2.5% |
| 30D | -11.8% | -4.1% | -7.7% | -11.6% |
| 3M | +6.9% | +13.6% | -6.7% | +5.3% |
| 6M | -1.3% | +3.6% | -4.8% | -2.0% |
| YTD | +7.0% | -9.8% | +16.8% | +7.9% |
| 1Y | +23.1% | -13.6% | +36.8% | +22.8% |
| All | +23.1% | -17.6% | +40.7% | +22.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling