+58.8%
T vs PH
+737.8%
-679.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.4% |
| 7D | +2.6% | +2.1% | +0.4% | +2.0% |
| 30D | -1.1% | +0.3% | -1.4% | -1.4% |
| 3M | -7.7% | -8.8% | +1.1% | -6.0% |
| 6M | -10.6% | +10.0% | -20.7% | -13.4% |
| YTD | -7.5% | +10.5% | -17.9% | -10.9% |
| 1Y | -7.4% | +15.5% | -22.9% | -12.0% |
| 3Y | +63.1% | +136.4% | -73.3% | +22.5% |
| 5Y | +55.2% | +213.6% | -158.4% | +3.7% |
| 10Y | +58.8% | +713.9% | -655.1% | -23.3% |
| All | +58.8% | +737.8% | -679.0% | -23.3% |
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