+32.6%
USB vs PH
+14.9%
+17.7%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.6% |
| 7D | +1.4% | +2.1% | -0.7% | +0.7% |
| 30D | +6.4% | +0.3% | +6.2% | +6.1% |
| 3M | -4.5% | -8.8% | +4.3% | -1.4% |
| 6M | +11.4% | +10.0% | +1.3% | +5.8% |
| YTD | +17.1% | +10.5% | +6.6% | +8.6% |
| 1Y | +32.6% | +15.5% | +17.1% | +18.6% |
| All | +32.6% | +14.9% | +17.7% | +18.6% |
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 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