+216.0%
PH vs TRU
-25.4%
+241.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | +6.9% | 0.0% | +6.9% | +6.9% |
| 30D | +1.7% | +24.3% | -22.6% | -6.2% |
| 3M | -8.1% | +2.3% | -10.4% | -9.9% |
| 6M | +11.5% | +17.7% | -6.2% | +2.7% |
| YTD | +11.4% | -3.8% | +15.2% | +9.2% |
| 1Y | +14.1% | -0.3% | +14.4% | +10.1% |
| 3Y | +138.2% | +58.4% | +79.8% | +88.5% |
| 5Y | +216.0% | -24.0% | +240.0% | +236.7% |
| All | +216.0% | -25.4% | +241.4% | +236.7% |
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 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