+132.2%
PSX vs PH
+135.3%
-3.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.9% | -3.4% | -1.4% |
| 7D | -13.1% | +2.0% | -15.1% | -13.7% |
| 30D | -9.5% | -3.7% | -5.9% | -8.6% |
| 3M | +20.2% | -14.0% | +34.2% | +25.8% |
| 6M | +44.9% | +2.1% | +42.8% | +41.8% |
| YTD | +94.4% | +5.1% | +89.3% | +84.1% |
| 1Y | +83.1% | +10.9% | +72.1% | +68.3% |
| 3Y | +132.2% | +132.9% | -0.8% | +48.7% |
| All | +132.2% | +135.3% | -3.2% | +48.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling