-24.8%
U vs PH
+383.6%
-408.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.2% | -4.3% | -3.1% |
| 7D | +32.3% | +3.0% | +29.3% | +29.0% |
| 30D | +9.7% | -0.6% | +10.3% | +9.4% |
| 3M | +19.6% | -10.7% | +30.3% | +28.7% |
| 6M | +82.6% | +9.1% | +73.6% | +68.8% |
| YTD | +16.4% | +9.5% | +6.9% | +5.1% |
| 1Y | +28.5% | +14.0% | +14.4% | +12.3% |
| 3Y | +103.8% | +138.9% | -35.1% | +0.5% |
| 5Y | -70.0% | +209.1% | -279.2% | -88.9% |
| All | -24.8% | +383.6% | -408.4% | -72.0% |
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