-18.3%
TE vs PH
+141.1%
-159.3%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -0.7% | +10.7% | +10.7% |
| 7D | +18.2% | +0.4% | +17.8% | +17.8% |
| 30D | -13.5% | -10.8% | -2.7% | -3.6% |
| 3M | -44.6% | +8.5% | -53.0% | -48.7% |
| 6M | -24.7% | +3.9% | -28.6% | -29.0% |
| YTD | -24.3% | +9.4% | -33.7% | -32.7% |
| 1Y | +155.6% | +26.8% | +128.8% | +87.0% |
| 3Y | -18.3% | +140.8% | -159.1% | -66.8% |
| All | -18.3% | +141.1% | -159.3% | -66.8% |
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