+21.7%
TE vs PH
+139.3%
-117.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.1% | +2.1% |
| 7D | -22.0% | +6.9% | -28.9% | -26.9% |
| 30D | -33.6% | +1.7% | -35.3% | -35.0% |
| 3M | -61.1% | -8.1% | -52.9% | -58.0% |
| 6M | -64.7% | +11.5% | -76.2% | -68.5% |
| YTD | -68.1% | +11.4% | -79.5% | -72.4% |
| 1Y | -51.7% | +14.1% | -65.8% | -59.3% |
| All | +21.7% | +139.3% | -117.5% | -57.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling