+17.6%
PM vs PH
+26.9%
-9.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.2% |
| 7D | -1.3% | +0.4% | -1.7% | -1.3% |
| 30D | -2.6% | -10.8% | +8.3% | -3.4% |
| 3M | +5.8% | +8.5% | -2.7% | +6.5% |
| 6M | +10.6% | +3.9% | +6.6% | +11.2% |
| YTD | +17.2% | +9.4% | +7.7% | +19.3% |
| 1Y | +17.6% | +26.8% | -9.2% | +23.4% |
| All | +17.6% | +26.9% | -9.2% | +23.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling