+131.2%
TLT vs PH
+5,441.3%
-5,310.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.1% |
| 7D | -0.4% | -3.1% | +2.6% | -0.8% |
| 30D | -0.6% | -3.2% | +2.7% | -0.9% |
| 3M | -2.7% | +10.6% | -13.3% | -1.4% |
| 6M | -5.6% | -2.1% | -3.5% | -5.7% |
| YTD | -2.8% | +10.2% | -13.0% | -1.3% |
| 1Y | -1.4% | +28.2% | -29.7% | +2.2% |
| 3Y | -1.6% | +134.9% | -136.5% | +12.1% |
| 5Y | -33.8% | +253.6% | -287.5% | -19.0% |
| 10Y | -21.1% | +804.7% | -825.9% | +18.4% |
| All | +131.2% | +5,441.3% | -5,310.1% | +394.9% |
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