+454.5%
V vs PH
+737.8%
-283.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.2% |
| 7D | +0.6% | +2.1% | -1.5% | -0.4% |
| 30D | +9.7% | +0.3% | +9.5% | +9.1% |
| 3M | +17.3% | -8.8% | +26.1% | +21.3% |
| 6M | +33.2% | +10.0% | +23.2% | +26.1% |
| YTD | +21.3% | +10.5% | +10.9% | +13.6% |
| 1Y | +27.3% | +15.5% | +11.8% | +16.8% |
| 3Y | +76.1% | +136.4% | -60.3% | +11.5% |
| 5Y | +103.5% | +213.6% | -110.1% | +8.9% |
| 10Y | +454.5% | +713.9% | -259.5% | +86.0% |
| All | +454.5% | +737.8% | -283.4% | +86.0% |
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