-53.4%
TE vs PH
+394.4%
-447.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.6% | -5.1% | -5.9% |
| 7D | +0.9% | -3.1% | +4.0% | +2.5% |
| 30D | -16.3% | -11.8% | -4.5% | -10.9% |
| 3M | -40.8% | +6.9% | -47.7% | -42.4% |
| 6M | -42.6% | -1.3% | -41.3% | -42.6% |
| YTD | -31.4% | +7.0% | -38.4% | -34.0% |
| 1Y | +144.9% | +23.1% | +121.8% | +117.3% |
| 3Y | -26.0% | +135.4% | -161.4% | -47.8% |
| 5Y | -48.5% | +250.3% | -298.8% | -67.0% |
| All | -53.4% | +394.4% | -447.8% | -70.8% |
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