+8,026.5%
USB vs PH
+23,338.9%
-15,312.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | -0.1% | -1.2% |
| 7D | -1.5% | -3.9% | +2.4% | +0.2% |
| 30D | +4.3% | -9.4% | +13.7% | +8.7% |
| 3M | -6.1% | -10.3% | +4.2% | -2.0% |
| 6M | +9.4% | +2.7% | +6.7% | +7.0% |
| YTD | +15.2% | +2.1% | +13.0% | +12.5% |
| 1Y | +32.8% | +16.2% | +16.5% | +22.0% |
| 3Y | +91.3% | +129.3% | -38.0% | +27.6% |
| 5Y | +22.7% | +191.7% | -169.1% | -26.9% |
| 10Y | +97.0% | +759.2% | -662.2% | -27.5% |
| All | +8,026.5% | +23,338.9% | -15,312.4% | +1,049.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling