+26.1%
USB vs PH
+202.9%
-176.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.7% | +5.6% | +4.0% |
| 7D | +2.4% | -0.2% | +2.6% | +2.3% |
| 30D | +6.6% | -6.7% | +13.3% | +10.3% |
| 3M | -4.1% | -8.1% | +4.0% | -0.3% |
| 6M | +12.5% | +5.3% | +7.1% | +7.2% |
| YTD | +17.6% | +4.2% | +13.4% | +12.0% |
| 1Y | +36.5% | +19.3% | +17.2% | +19.0% |
| 3Y | +95.4% | +133.9% | -38.5% | +7.4% |
| 5Y | +26.1% | +197.7% | -171.6% | -41.6% |
| All | +26.1% | +202.9% | -176.8% | -41.6% |
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 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