+219.1%
TER vs PH
+252.1%
-32.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.9% | +4.8% |
| 7D | +11.0% | +0.4% | +10.6% | +10.5% |
| 30D | -1.9% | -10.8% | +8.9% | +8.5% |
| 3M | -0.7% | +8.5% | -9.1% | -7.5% |
| 6M | +36.4% | +3.9% | +32.4% | +32.6% |
| YTD | +92.4% | +9.4% | +83.0% | +80.3% |
| 1Y | +213.5% | +26.8% | +186.7% | +159.9% |
| 3Y | +277.2% | +140.8% | +136.4% | +82.6% |
| 5Y | +219.1% | +253.8% | -34.7% | +10.5% |
| All | +219.1% | +252.1% | -32.9% | +10.5% |
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