+1,112.1%
PSX vs PH
+1,387.3%
-275.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | +4.5% | -3.1% | +7.6% | +6.3% |
| 30D | +26.6% | -3.2% | +29.9% | +28.4% |
| 3M | +39.3% | +10.6% | +28.7% | +29.9% |
| 6M | +56.8% | -2.1% | +58.9% | +54.1% |
| YTD | +101.8% | +10.2% | +91.6% | +84.4% |
| 1Y | +99.6% | +28.2% | +71.4% | +65.6% |
| 3Y | +140.3% | +134.9% | +5.5% | +34.3% |
| 5Y | +339.3% | +253.6% | +85.7% | +82.0% |
| 10Y | +369.9% | +804.7% | -434.9% | +6.1% |
| All | +1,112.1% | +1,387.3% | -275.2% | +115.8% |
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