-37.5%
U vs PH
+383.3%
-420.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +3.1% |
| 7D | +4.5% | +0.4% | +4.1% | +4.2% |
| 30D | -0.6% | -10.8% | +10.2% | +7.9% |
| 3M | +48.4% | +8.5% | +40.0% | +39.4% |
| 6M | +115.4% | +3.9% | +111.4% | +104.9% |
| YTD | -3.2% | +9.4% | -12.6% | -11.9% |
| 1Y | -6.0% | +26.8% | -32.8% | -24.5% |
| 3Y | +13.5% | +140.8% | -127.3% | -44.1% |
| 5Y | -68.0% | +253.8% | -321.8% | -87.8% |
| All | -37.5% | +383.3% | -420.7% | -76.6% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling