+198.6%
PM vs PH
+794.6%
-596.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.4% |
| 7D | -1.3% | +0.4% | -1.7% | -1.4% |
| 30D | -2.6% | -10.8% | +8.3% | +0.2% |
| 3M | +5.8% | +8.5% | -2.7% | +3.2% |
| 6M | +10.6% | +3.9% | +6.6% | +8.6% |
| YTD | +17.2% | +9.4% | +7.7% | +13.4% |
| 1Y | +17.6% | +26.8% | -9.2% | +9.0% |
| 3Y | +124.3% | +140.8% | -16.5% | +64.8% |
| 5Y | +125.1% | +253.8% | -128.7% | +41.8% |
| 10Y | +198.6% | +792.3% | -593.7% | +40.8% |
| All | +198.6% | +794.6% | -596.0% | +40.8% |
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