-69.4%
U vs PH
+254.3%
-323.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.8% |
| 7D | -3.8% | -3.1% | -0.7% | -1.0% |
| 30D | +17.5% | -3.2% | +20.7% | +21.3% |
| 3M | +38.7% | +10.6% | +28.1% | +25.6% |
| 6M | +104.4% | -2.1% | +106.6% | +103.0% |
| YTD | -5.7% | +10.2% | -15.9% | -17.2% |
| 1Y | +3.7% | +28.2% | -24.5% | -22.9% |
| 3Y | +12.3% | +134.9% | -122.6% | -57.7% |
| All | -69.4% | +254.3% | -323.7% | -92.9% |
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 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