+207.8%
TER vs PH
+135.6%
+72.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.8% | +0.8% |
| 7D | +24.0% | +7.4% | +16.6% | +15.9% |
| 30D | -30.6% | +0.5% | -31.1% | -30.6% |
| 3M | -34.5% | -10.2% | -24.2% | -26.7% |
| 6M | -26.4% | +8.9% | -35.3% | -31.5% |
| YTD | +36.4% | +9.7% | +26.8% | +28.0% |
| 1Y | +47.4% | +12.8% | +34.6% | +35.2% |
| All | +207.8% | +135.6% | +72.2% | +47.5% |
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