+1,593.1%
T vs PH
+25,027.9%
-23,434.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.2% | -3.4% | -0.3% |
| 7D | +1.7% | +3.0% | -1.4% | +0.8% |
| 30D | -1.7% | -0.6% | -1.1% | -1.9% |
| 3M | -7.3% | -10.7% | +3.4% | -5.1% |
| 6M | -11.2% | +9.1% | -20.3% | -13.8% |
| YTD | -8.1% | +9.5% | -17.6% | -11.4% |
| 1Y | -8.0% | +14.0% | -22.0% | -12.3% |
| 3Y | +62.1% | +138.9% | -76.7% | +23.7% |
| 5Y | +55.7% | +209.1% | -153.4% | +8.4% |
| 10Y | +54.1% | +737.3% | -683.2% | -22.0% |
| All | +1,593.1% | +25,027.9% | -23,434.9% | +289.2% |
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