+444.2%
V vs PH
+778.3%
-334.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.2% | -4.3% | -1.9% |
| 7D | -0.8% | +3.0% | -3.8% | -2.2% |
| 30D | +9.5% | -0.6% | +10.1% | +9.3% |
| 3M | +16.7% | -10.7% | +27.4% | +21.8% |
| 6M | +32.9% | +9.1% | +23.9% | +26.4% |
| YTD | +21.1% | +9.5% | +11.6% | +13.9% |
| 1Y | +26.6% | +14.0% | +12.6% | +16.8% |
| 3Y | +78.4% | +138.9% | -60.5% | +12.4% |
| 5Y | +105.5% | +209.1% | -103.7% | +10.9% |
| 10Y | +444.2% | +737.3% | -293.0% | +89.0% |
| All | +444.2% | +778.3% | -334.0% | +89.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling