+199.9%
TER vs PH
+30.5%
+169.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.2% | +5.7% | +5.7% |
| 7D | +0.6% | -3.1% | +3.7% | +4.3% |
| 30D | -8.3% | -3.2% | -5.0% | -5.6% |
| 3M | -12.2% | +10.6% | -22.8% | -23.1% |
| 6M | +17.1% | -2.1% | +19.2% | +18.5% |
| YTD | +84.7% | +10.2% | +74.5% | +66.4% |
| 1Y | +199.9% | +28.2% | +171.7% | +134.2% |
| All | +199.9% | +30.5% | +169.4% | +134.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling