+250.9%
PM vs PH
+737.8%
-486.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.4% |
| 7D | -6.6% | +2.1% | -8.8% | -7.2% |
| 30D | -3.4% | +0.3% | -3.7% | -3.8% |
| 3M | +5.3% | -8.8% | +14.1% | +7.4% |
| 6M | +15.5% | +10.0% | +5.5% | +11.8% |
| YTD | +24.3% | +10.5% | +13.8% | +19.5% |
| 1Y | +29.7% | +15.5% | +14.2% | +23.1% |
| 3Y | +144.9% | +136.4% | +8.6% | +80.5% |
| 5Y | +159.0% | +213.6% | -54.6% | +69.1% |
| 10Y | +250.9% | +713.9% | -463.0% | +67.6% |
| All | +250.9% | +737.8% | -486.9% | +67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 10y: compounded portfolio wealth divided by compounded PH 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…
10y analysis · Full analysis span regression · 6 months rolling