+8,438.8%
USB vs PH
+25,185.5%
-16,746.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | +1.4% | -3.1% | +4.5% | +2.9% |
| 30D | -1.3% | -3.2% | +1.9% | -0.1% |
| 3M | +15.2% | +10.6% | +4.7% | +9.5% |
| 6M | +18.8% | -2.1% | +21.0% | +19.0% |
| YTD | +21.0% | +10.2% | +10.8% | +14.7% |
| 1Y | +34.0% | +28.2% | +5.8% | +18.1% |
| 3Y | +95.3% | +134.9% | -39.6% | +29.5% |
| 5Y | +40.4% | +253.6% | -213.3% | -23.2% |
| 10Y | +107.3% | +804.7% | -697.4% | -25.3% |
| All | +8,438.8% | +25,185.5% | -16,746.7% | +1,072.3% |
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