+96.6%
USB vs PH
+133.4%
-36.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.7% | +5.6% | +3.7% |
| 7D | +2.4% | -0.2% | +2.6% | +2.4% |
| 30D | +6.6% | -6.7% | +13.3% | +9.8% |
| 3M | -4.1% | -8.1% | +4.0% | -0.8% |
| 6M | +12.5% | +5.3% | +7.1% | +7.7% |
| YTD | +17.6% | +4.2% | +13.4% | +12.5% |
| 1Y | +36.5% | +19.3% | +17.2% | +20.6% |
| All | +96.6% | +133.4% | -36.8% | +12.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling