+2,432.7%
SAP vs PH
+8,326.6%
-5,893.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.9% | -7.0% | -5.3% |
| 7D | -0.7% | +2.0% | -2.7% | -1.8% |
| 30D | +11.1% | -3.7% | +14.8% | +12.2% |
| 3M | +17.0% | -14.0% | +31.1% | +23.7% |
| 6M | +34.8% | +2.1% | +32.7% | +31.2% |
| YTD | -2.2% | +5.1% | -7.3% | -7.3% |
| 1Y | -6.4% | +10.9% | -17.4% | -13.4% |
| 3Y | +75.1% | +132.9% | -57.8% | +13.6% |
| 5Y | +69.8% | +200.1% | -130.3% | -3.4% |
| 10Y | +219.8% | +783.8% | -564.0% | +2.7% |
| All | +2,432.7% | +8,326.6% | -5,893.9% | +156.8% |
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