-5.9%
SAP vs PH
+20.3%
-26.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.7% | +7.9% | +3.1% |
| 7D | +1.3% | -0.2% | +1.5% | +1.3% |
| 30D | +15.5% | -6.7% | +22.3% | +13.5% |
| 3M | +22.8% | -8.1% | +30.9% | +20.0% |
| 6M | +42.5% | +5.3% | +37.1% | +45.3% |
| YTD | +0.5% | +4.2% | -3.7% | +2.0% |
| 1Y | -5.9% | +19.3% | -25.3% | -4.0% |
| All | -5.9% | +20.3% | -26.2% | -4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling