+6,268.1%
SO vs PH
+24,008.7%
-17,740.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.9% | -3.9% | -1.5% |
| 7D | -1.5% | +2.0% | -3.5% | -1.8% |
| 30D | +8.1% | -3.7% | +11.7% | +8.5% |
| 3M | +0.2% | -14.0% | +14.3% | +2.3% |
| 6M | +0.4% | +2.1% | -1.7% | -0.3% |
| YTD | +8.5% | +5.1% | +3.4% | +7.0% |
| 1Y | +4.9% | +10.9% | -6.0% | +2.6% |
| 3Y | +47.9% | +132.9% | -85.0% | +26.4% |
| 5Y | +75.7% | +200.1% | -124.4% | +42.2% |
| 10Y | +178.0% | +783.8% | -605.8% | +84.7% |
| All | +6,268.1% | +24,008.7% | -17,740.7% | +2,803.0% |
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