+103.0%
PSX vs PH
+26.6%
+76.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.5% |
| 7D | +1.8% | 0.0% | +1.8% | +1.8% |
| 30D | +21.6% | -10.3% | +31.9% | +19.4% |
| 3M | +46.5% | +5.1% | +41.4% | +48.0% |
| 6M | +62.0% | +2.3% | +59.7% | +63.6% |
| YTD | +106.3% | +8.7% | +97.6% | +104.2% |
| 1Y | +103.0% | +26.8% | +76.2% | +90.5% |
| All | +103.0% | +26.6% | +76.3% | +90.5% |
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