+1,671.4%
TER vs PH
+808.0%
+863.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.2% | +5.7% | +5.6% |
| 7D | +0.6% | -3.1% | +3.7% | +2.8% |
| 30D | -8.3% | -3.2% | -5.0% | -6.5% |
| 3M | -12.2% | +10.6% | -22.8% | -18.1% |
| 6M | +17.1% | -2.1% | +19.2% | +20.0% |
| YTD | +84.7% | +10.2% | +74.5% | +75.2% |
| 1Y | +199.9% | +28.2% | +171.7% | +157.4% |
| 3Y | +232.8% | +134.9% | +97.9% | +92.6% |
| 5Y | +198.6% | +253.6% | -55.1% | +33.5% |
| All | +1,671.4% | +808.0% | +863.4% | +356.1% |
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