+68.4%
T vs PH
+795.7%
-727.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.6% |
| 7D | -3.1% | 0.0% | -3.1% | -3.1% |
| 30D | +4.6% | -10.3% | +14.9% | +7.3% |
| 3M | +12.2% | +5.1% | +7.2% | +10.5% |
| 6M | -6.5% | +2.3% | -8.7% | -7.6% |
| YTD | +4.9% | +8.7% | -3.8% | +1.8% |
| 1Y | -10.5% | +26.8% | -37.2% | -16.8% |
| 3Y | +104.6% | +139.2% | -34.6% | +53.3% |
| 5Y | +64.2% | +251.1% | -186.9% | +5.9% |
| 10Y | +68.4% | +812.6% | -744.1% | -22.1% |
| All | +68.4% | +795.7% | -727.2% | -22.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling