+345.0%
PSX vs PH
+254.3%
+90.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | +4.5% | -3.1% | +7.6% | +5.7% |
| 30D | +26.6% | -3.2% | +29.9% | +27.8% |
| 3M | +39.3% | +10.6% | +28.7% | +32.8% |
| 6M | +56.8% | -2.1% | +58.9% | +55.6% |
| YTD | +101.8% | +10.2% | +91.6% | +89.2% |
| 1Y | +99.6% | +28.2% | +71.4% | +73.7% |
| 3Y | +140.3% | +134.9% | +5.5% | +59.2% |
| All | +345.0% | +254.3% | +90.7% | +131.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling