+77.0%
SO vs PH
+197.3%
-120.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.9% | -3.9% | -1.3% |
| 7D | -1.5% | +2.0% | -3.5% | -1.6% |
| 30D | +8.1% | -3.7% | +11.7% | +8.3% |
| 3M | +0.2% | -14.0% | +14.3% | +1.2% |
| 6M | +0.4% | +2.1% | -1.7% | 0.0% |
| YTD | +8.5% | +5.1% | +3.4% | +7.7% |
| 1Y | +4.9% | +10.9% | -6.0% | +3.7% |
| 3Y | +47.9% | +132.9% | -85.0% | +30.4% |
| All | +77.0% | +197.3% | -120.2% | +42.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling