+835.7%
PM vs PH
+1,940.3%
-1,104.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.9% | -4.7% | -2.6% |
| 7D | -5.2% | +2.0% | -7.2% | -5.8% |
| 30D | +2.7% | -3.7% | +6.4% | +3.5% |
| 3M | +5.2% | -14.0% | +19.3% | +9.4% |
| 6M | +17.0% | +2.1% | +14.9% | +15.3% |
| YTD | +25.5% | +5.1% | +20.4% | +22.0% |
| 1Y | +35.5% | +10.9% | +24.6% | +29.5% |
| 3Y | +143.9% | +132.9% | +11.0% | +78.5% |
| 5Y | +161.8% | +200.1% | -38.2% | +72.4% |
| 10Y | +235.9% | +783.8% | -547.9% | +45.0% |
| All | +835.7% | +1,940.3% | -1,104.5% | +159.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling