+176.2%
SAP vs PH
+794.6%
-618.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.4% |
| 7D | -0.3% | +0.4% | -0.7% | -0.4% |
| 30D | +2.6% | -10.8% | +13.4% | +6.8% |
| 3M | +16.3% | +8.5% | +7.8% | +11.9% |
| 6M | +6.4% | +3.9% | +2.5% | +3.3% |
| YTD | -11.4% | +9.4% | -20.8% | -16.2% |
| 1Y | -20.4% | +26.8% | -47.2% | -29.4% |
| 3Y | +56.5% | +140.8% | -84.3% | +3.9% |
| 5Y | +56.8% | +253.8% | -197.0% | -12.8% |
| 10Y | +176.2% | +792.3% | -616.2% | +4.1% |
| All | +176.2% | +794.6% | -618.5% | +4.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling