+131.3%
TLT vs PH
+5,183.4%
-5,052.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | +0.4% |
| 7D | +0.1% | +2.0% | -1.9% | +0.4% |
| 30D | +6.2% | -3.7% | +9.9% | +5.8% |
| 3M | +0.1% | -14.0% | +14.1% | -1.8% |
| 6M | -3.0% | +2.1% | -5.1% | -2.5% |
| YTD | -2.7% | +5.1% | -7.8% | -1.7% |
| 1Y | -4.8% | +10.9% | -15.8% | -3.1% |
| 3Y | +6.9% | +132.9% | -126.0% | +21.8% |
| 5Y | -34.5% | +200.1% | -234.5% | -21.7% |
| 10Y | -17.3% | +783.8% | -801.1% | +24.0% |
| All | +131.3% | +5,183.4% | -5,052.1% | +392.6% |
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