+141.0%
PH vs TRU
-2.1%
+143.1%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.4% |
| 7D | 0.0% | -6.5% | +6.5% | +1.9% |
| 30D | -10.3% | -2.5% | -7.8% | -9.8% |
| 3M | +5.1% | +10.4% | -5.3% | +0.8% |
| 6M | +2.3% | +1.6% | +0.6% | +0.2% |
| YTD | +8.7% | -9.7% | +18.4% | +10.0% |
| 1Y | +26.8% | -17.3% | +44.0% | +32.0% |
| All | +141.0% | -2.1% | +143.1% | +137.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling