+56.4%
V vs PH
+134.7%
-78.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -1.7% | -3.1% | +1.4% | -1.0% |
| 30D | +2.0% | -3.2% | +5.2% | +2.7% |
| 3M | +17.4% | +10.6% | +6.8% | +13.9% |
| 6M | +17.5% | -2.1% | +19.6% | +17.5% |
| YTD | +7.6% | +10.2% | -2.6% | +3.8% |
| 1Y | +7.7% | +28.2% | -20.5% | -1.0% |
| All | +56.4% | +134.7% | -78.3% | +19.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling