-70.0%
U vs PH
+196.0%
-266.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.9% | +2.7% | +2.9% |
| 7D | +36.6% | +2.0% | +34.6% | +33.5% |
| 30D | +13.3% | -3.7% | +17.0% | +16.2% |
| 3M | +26.2% | -14.0% | +40.2% | +43.3% |
| 6M | +88.7% | +2.1% | +86.6% | +80.8% |
| YTD | +16.6% | +5.1% | +11.5% | +5.4% |
| 1Y | +29.0% | +10.9% | +18.0% | +10.0% |
| 3Y | +99.5% | +132.9% | -33.5% | -28.3% |
| All | -70.0% | +196.0% | -266.0% | -93.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling