+8,630.0%
TER vs PH
+24,008.7%
-15,378.8%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.9% | -0.3% | +0.7% |
| 7D | -20.5% | +2.0% | -22.5% | -21.3% |
| 30D | -47.0% | -3.7% | -43.3% | -45.5% |
| 3M | -43.3% | -14.0% | -29.2% | -37.1% |
| 6M | -42.9% | +2.1% | -45.0% | -43.1% |
| YTD | +12.9% | +5.1% | +7.8% | +11.7% |
| 1Y | +18.2% | +10.9% | +7.2% | +13.1% |
| 3Y | +151.8% | +132.9% | +18.8% | +52.3% |
| 5Y | +54.2% | +200.1% | -145.9% | -20.2% |
| 10Y | +908.2% | +783.8% | +124.4% | +146.0% |
| All | +8,630.0% | +24,008.7% | -15,378.8% | +325.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling