+29.3%
V vs PH
+20.3%
+9.0%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -3.7% | +7.5% | +4.0% |
| 7D | +9.0% | -0.2% | +9.2% | +8.9% |
| 30D | +18.1% | -6.7% | +24.8% | +18.4% |
| 3M | +18.3% | -8.1% | +26.5% | +18.7% |
| 6M | +34.1% | +5.3% | +28.8% | +32.8% |
| YTD | +25.2% | +4.2% | +21.0% | +23.4% |
| 1Y | +29.3% | +19.3% | +10.0% | +25.4% |
| All | +29.3% | +20.3% | +9.0% | +25.4% |
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