+163.6%
W vs PH
+945.5%
-781.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +2.7% |
| 7D | -4.2% | -3.1% | -1.1% | -1.5% |
| 30D | -7.6% | -3.2% | -4.3% | -5.6% |
| 3M | +37.2% | +10.6% | +26.6% | +24.8% |
| 6M | +26.3% | -2.1% | +28.5% | +27.5% |
| YTD | -1.0% | +10.2% | -11.2% | -10.1% |
| 1Y | +20.1% | +28.2% | -8.1% | -5.2% |
| 3Y | +37.8% | +134.9% | -97.1% | -32.1% |
| 5Y | -63.7% | +253.6% | -317.3% | -86.3% |
| 10Y | +156.3% | +804.7% | -648.4% | -51.3% |
| All | +163.6% | +945.5% | -781.9% | -53.4% |
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