+873.1%
PH vs TRU
+238.0%
+635.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.9% | +5.7% | +2.4% |
| 7D | -3.1% | -6.8% | +3.7% | -0.1% |
| 30D | -3.2% | 0.0% | -3.3% | -3.6% |
| 3M | +10.6% | +13.3% | -2.7% | +2.8% |
| 6M | -2.1% | +3.4% | -5.6% | -6.0% |
| YTD | +10.2% | -6.4% | +16.6% | +9.3% |
| 1Y | +28.2% | -9.7% | +37.9% | +28.0% |
| 3Y | +134.9% | +0.1% | +134.7% | +111.5% |
| 5Y | +253.6% | -34.0% | +287.7% | +288.8% |
| 10Y | +804.7% | +147.9% | +656.8% | +478.1% |
| All | +873.1% | +238.0% | +635.1% | +482.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling