-2.1%
PH vs TRU
+1.4%
-3.5%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.9% | +5.7% | -0.1% |
| 7D | -3.1% | -6.8% | +3.7% | -2.9% |
| 30D | -3.2% | 0.0% | -3.3% | -3.2% |
| 3M | +10.6% | +13.3% | -2.7% | +9.7% |
| 6M | -2.1% | +3.4% | -5.6% | -1.9% |
| All | -2.1% | +1.4% | -3.5% | -1.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling