-20.7%
TLT vs PH
+794.6%
-815.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | -0.1% |
| 7D | +0.4% | +0.4% | 0.0% | +0.4% |
| 30D | -0.3% | -10.8% | +10.5% | -1.2% |
| 3M | -1.7% | +8.5% | -10.2% | -1.0% |
| 6M | -4.9% | +3.9% | -8.8% | -4.5% |
| YTD | -2.8% | +9.4% | -12.2% | -1.8% |
| 1Y | -4.2% | +26.8% | -31.0% | -1.9% |
| 3Y | -1.1% | +140.8% | -141.9% | +9.0% |
| 5Y | -33.7% | +253.8% | -287.5% | -22.7% |
| 10Y | -20.7% | +792.3% | -813.0% | +12.1% |
| All | -20.7% | +794.6% | -815.3% | +12.1% |
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