+217.0%
W vs PH
+737.8%
-520.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.9% | -4.6% | -4.5% |
| 7D | +1.1% | +2.1% | -1.1% | -1.3% |
| 30D | +6.4% | +0.3% | +6.1% | +5.0% |
| 3M | +9.0% | -8.8% | +17.8% | +16.8% |
| 6M | +69.8% | +10.0% | +59.8% | +51.6% |
| YTD | +12.1% | +10.5% | +1.6% | -1.0% |
| 1Y | 0.0% | +15.5% | -15.5% | -15.3% |
| 3Y | +160.3% | +136.4% | +24.0% | +17.5% |
| 5Y | -53.3% | +213.6% | -266.9% | -82.9% |
| 10Y | +217.0% | +713.9% | -496.9% | -51.1% |
| All | +217.0% | +737.8% | -520.9% | -51.1% |
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