+589.4%
SE vs PH
+500.6%
+88.7%
-90.5%
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 | -6.1% | -3.1% | -3.0% | -4.5% |
| 30D | -2.5% | -3.2% | +0.8% | -1.2% |
| 3M | +21.7% | +10.6% | +11.1% | +14.0% |
| 6M | +27.0% | -2.1% | +29.1% | +26.4% |
| YTD | -12.1% | +10.2% | -22.3% | -18.2% |
| 1Y | -40.9% | +28.2% | -69.1% | -49.9% |
| 3Y | +191.0% | +134.9% | +56.1% | +71.9% |
| 5Y | -68.3% | +253.6% | -321.9% | -84.8% |
| All | +589.4% | +500.6% | +88.7% | +141.1% |
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 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