-17.6%
UBER vs PH
+30.5%
-48.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -3.9% | -3.1% | -0.8% | -3.4% |
| 30D | +11.1% | -3.2% | +14.4% | +11.5% |
| 3M | +4.9% | +10.6% | -5.7% | +1.9% |
| 6M | -1.2% | -2.1% | +1.0% | -1.4% |
| YTD | -7.3% | +10.2% | -17.5% | -11.5% |
| 1Y | -17.6% | +28.2% | -45.9% | -25.5% |
| All | -17.6% | +30.5% | -48.1% | -25.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling