+251.1%
PH vs TRU
-36.4%
+287.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.4% |
| 7D | 0.0% | -6.5% | +6.5% | +2.3% |
| 30D | -10.3% | -2.5% | -7.8% | -9.8% |
| 3M | +5.1% | +10.4% | -5.3% | +0.1% |
| 6M | +2.3% | +1.6% | +0.6% | -0.2% |
| YTD | +8.7% | -9.7% | +18.4% | +9.8% |
| 1Y | +26.8% | -17.3% | +44.0% | +31.8% |
| 3Y | +139.2% | -1.8% | +141.0% | +126.2% |
| 5Y | +251.1% | -36.2% | +287.3% | +317.6% |
| All | +251.1% | -36.4% | +287.5% | +317.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling