-45.4%
TE vs PH
+251.4%
-296.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.3% |
| 7D | +15.0% | 0.0% | +15.0% | +15.0% |
| 30D | -7.5% | -10.3% | +2.8% | +2.0% |
| 3M | -42.0% | +5.1% | -47.0% | -44.4% |
| 6M | -31.4% | +2.3% | -33.7% | -34.2% |
| YTD | -26.5% | +8.7% | -35.2% | -33.8% |
| 1Y | +153.1% | +26.8% | +126.3% | +90.0% |
| 3Y | -20.7% | +139.2% | -159.9% | -66.3% |
| 5Y | -45.4% | +251.1% | -296.6% | -83.4% |
| All | -45.4% | +251.4% | -296.9% | -83.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling