+108.3%
V vs PH
+203.8%
-95.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +0.9% | +4.3% | -3.4% | -0.6% |
| 30D | +9.0% | +0.1% | +8.8% | +8.6% |
| 3M | +16.7% | -9.4% | +26.1% | +20.3% |
| 6M | +33.4% | +8.8% | +24.7% | +28.1% |
| YTD | +22.4% | +9.6% | +12.7% | +16.1% |
| 1Y | +27.7% | +14.4% | +13.2% | +19.1% |
| 3Y | +78.0% | +134.5% | -56.5% | +18.0% |
| All | +108.3% | +203.8% | -95.5% | +16.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling