+71.7%
TER vs PH
+203.8%
-132.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.4% | -5.4% |
| 7D | +14.4% | +4.3% | +10.0% | +10.3% |
| 30D | -30.6% | +0.1% | -30.7% | -30.3% |
| 3M | -39.2% | -9.4% | -29.8% | -32.9% |
| 6M | -31.3% | +8.8% | -40.0% | -35.6% |
| YTD | +29.1% | +9.6% | +19.5% | +21.7% |
| 1Y | +47.4% | +14.4% | +33.0% | +34.3% |
| 3Y | +191.2% | +134.5% | +56.7% | +42.7% |
| All | +71.7% | +203.8% | -132.1% | -38.5% |
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 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