-80.5%
TE vs PH
+405.7%
-486.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -2.9% |
| 7D | -19.1% | +4.1% | -23.2% | -20.8% |
| 30D | -34.1% | -0.1% | -34.1% | -34.2% |
| 3M | -60.1% | -9.6% | -50.6% | -58.1% |
| 6M | -66.0% | +8.5% | -74.5% | -67.2% |
| YTD | -71.4% | +9.4% | -80.8% | -72.8% |
| 1Y | -45.3% | +14.2% | -59.5% | -49.1% |
| 3Y | +9.1% | +134.0% | -124.9% | -23.0% |
| 5Y | -82.6% | +203.8% | -286.4% | -88.9% |
| All | -80.5% | +405.7% | -486.2% | -88.0% |
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