+5,165.4%
PH vs VRSN
+7,091.1%
-1,925.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.6% |
| 7D | +2.1% | -0.9% | +3.0% | +2.3% |
| 30D | +0.3% | +2.4% | -2.2% | -0.1% |
| 3M | -8.8% | +6.4% | -15.2% | -9.8% |
| 6M | +10.0% | +8.6% | +1.5% | +8.0% |
| YTD | +10.5% | +29.3% | -18.8% | +4.9% |
| 1Y | +15.5% | +27.2% | -11.7% | +9.9% |
| 3Y | +136.4% | +52.8% | +83.5% | +116.9% |
| 5Y | +213.6% | +36.7% | +176.9% | +192.3% |
| 10Y | +713.9% | +290.8% | +423.1% | +550.0% |
| All | +5,165.4% | +7,091.1% | -1,925.7% | +2,780.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 VRSN 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