+883.5%
PH vs TRU
+247.4%
+636.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.6% |
| 3M | -8.1% | +2.3% | -10.4% | -10.6% |
| 6M | +11.5% | +17.7% | -6.2% | +0.1% |
| YTD | +11.4% | -3.8% | +15.2% | +7.6% |
| 1Y | +14.1% | -0.3% | +14.4% | +8.3% |
| 3Y | +138.2% | +58.4% | +79.8% | +72.0% |
| 5Y | +216.0% | -24.0% | +240.0% | +217.7% |
| 10Y | +710.0% | +187.9% | +522.0% | +385.5% |
| All | +883.5% | +247.4% | +636.2% | +473.9% |
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 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