+5,976.4%
SO vs PH
+25,185.5%
-19,209.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -0.2% | -3.1% | +2.9% | +0.3% |
| 30D | -4.6% | -3.2% | -1.3% | -4.2% |
| 3M | -3.0% | +10.6% | -13.6% | -4.7% |
| 6M | -8.3% | -2.1% | -6.1% | -8.3% |
| YTD | +3.5% | +10.2% | -6.7% | +1.5% |
| 1Y | -0.9% | +28.2% | -29.1% | -5.2% |
| 3Y | +45.4% | +134.9% | -89.5% | +24.2% |
| 5Y | +59.6% | +253.6% | -194.0% | +26.0% |
| 10Y | +156.6% | +804.7% | -648.1% | +70.1% |
| All | +5,976.4% | +25,185.5% | -19,209.2% | +2,655.1% |
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