-25.8%
TE vs PH
+20.3%
-46.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.7% | +0.1% | -2.0% |
| 7D | +3.8% | -0.2% | +4.0% | +4.1% |
| 30D | -26.2% | -6.7% | -19.5% | -23.9% |
| 3M | -49.7% | -8.1% | -41.6% | -48.0% |
| 6M | -46.5% | +5.3% | -51.8% | -45.7% |
| YTD | -59.1% | +4.2% | -63.3% | -54.6% |
| 1Y | -25.8% | +19.3% | -45.2% | -8.9% |
| All | -25.8% | +20.3% | -46.1% | -8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling