-12.2%
TLT vs PH
+700.5%
-712.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | +0.1% | -1.6% |
| 7D | -2.7% | +7.4% | -10.1% | -2.1% |
| 30D | +2.2% | +0.5% | +1.7% | +2.3% |
| 3M | -1.7% | -10.2% | +8.5% | -2.5% |
| 6M | -4.0% | +8.9% | -12.9% | -3.1% |
| YTD | -4.9% | +9.7% | -14.6% | -3.9% |
| 1Y | -7.4% | +12.8% | -20.2% | -6.1% |
| 3Y | +3.0% | +134.6% | -131.5% | +13.2% |
| 5Y | -35.1% | +204.5% | -239.6% | -26.1% |
| All | -12.2% | +700.5% | -712.7% | +21.1% |
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