+2,233.8%
SAP vs PH
+8,738.0%
-6,504.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | -2.9% | -3.1% | +0.2% | -1.6% |
| 30D | +9.0% | -3.2% | +12.3% | +10.2% |
| 3M | +14.9% | +10.6% | +4.4% | +9.1% |
| 6M | +11.9% | -2.1% | +14.0% | +10.9% |
| YTD | -9.9% | +10.2% | -20.1% | -15.7% |
| 1Y | -19.5% | +28.2% | -47.8% | -29.9% |
| 3Y | +61.8% | +134.9% | -73.1% | +5.0% |
| 5Y | +56.2% | +253.6% | -197.5% | -16.9% |
| 10Y | +180.6% | +804.7% | -624.1% | -10.1% |
| All | +2,233.8% | +8,738.0% | -6,504.2% | +133.6% |
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 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