+3,297.7%
V vs PH
+1,870.5%
+1,427.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.3% |
| 7D | -0.4% | +7.4% | -7.7% | -3.6% |
| 30D | +6.3% | +0.5% | +5.8% | +5.6% |
| 3M | +17.2% | -10.2% | +27.4% | +22.3% |
| 6M | +29.2% | +8.9% | +20.3% | +22.6% |
| YTD | +20.8% | +9.7% | +11.1% | +13.1% |
| 1Y | +25.0% | +12.8% | +12.2% | +15.5% |
| 3Y | +75.3% | +134.6% | -59.3% | +10.2% |
| 5Y | +105.8% | +204.5% | -98.7% | +11.0% |
| 10Y | +451.9% | +697.5% | -245.7% | +70.4% |
| All | +3,297.7% | +1,870.5% | +1,427.2% | +539.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling