+162.2%
W vs PH
+795.7%
-633.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.8% | +0.8% |
| 7D | +5.9% | 0.0% | +5.9% | +5.9% |
| 30D | -3.0% | -10.3% | +7.2% | +7.0% |
| 3M | +40.3% | +5.1% | +35.3% | +32.8% |
| 6M | +32.2% | +2.3% | +29.9% | +28.1% |
| YTD | -0.3% | +8.7% | -9.0% | -9.2% |
| 1Y | +16.2% | +26.8% | -10.6% | -9.4% |
| 3Y | +40.7% | +139.2% | -98.5% | -36.5% |
| 5Y | -62.3% | +251.1% | -313.5% | -87.2% |
| 10Y | +162.2% | +812.6% | -650.3% | -64.1% |
| All | +162.2% | +795.7% | -633.4% | -64.1% |
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