+1,067.6%
PSX vs PH
+1,318.1%
-250.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.9% | -3.4% | -2.1% |
| 7D | -13.1% | +2.0% | -15.1% | -14.1% |
| 30D | -9.5% | -3.7% | -5.9% | -8.0% |
| 3M | +20.2% | -14.0% | +34.2% | +29.7% |
| 6M | +44.9% | +2.1% | +42.8% | +40.2% |
| YTD | +94.4% | +5.1% | +89.3% | +81.3% |
| 1Y | +83.1% | +10.9% | +72.1% | +65.1% |
| 3Y | +132.2% | +132.9% | -0.8% | +30.2% |
| 5Y | +278.8% | +200.1% | +78.8% | +73.6% |
| 10Y | +354.2% | +783.8% | -429.7% | +3.3% |
| All | +1,067.6% | +1,318.1% | -250.5% | +112.2% |
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