+137.1%
PSX vs PH
+142.4%
-5.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | +4.5% | -3.1% | +7.6% | +5.5% |
| 30D | +26.6% | -3.2% | +29.9% | +27.6% |
| 3M | +39.3% | +10.6% | +28.7% | +33.4% |
| 6M | +56.8% | -2.1% | +58.9% | +56.3% |
| YTD | +101.8% | +10.2% | +91.6% | +89.7% |
| 1Y | +99.6% | +28.2% | +71.4% | +73.5% |
| All | +137.1% | +142.4% | -5.3% | +68.3% |
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