+638.0%
XYZ vs PH
+778.3%
-140.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.2% | -0.6% | +0.5% |
| 7D | +14.9% | +3.0% | +11.8% | +11.9% |
| 30D | +14.7% | -0.6% | +15.3% | +14.0% |
| 3M | +12.1% | -10.7% | +22.8% | +20.5% |
| 6M | +18.3% | +9.1% | +9.2% | +7.4% |
| YTD | +36.1% | +9.5% | +26.6% | +21.2% |
| 1Y | +35.3% | +14.0% | +21.3% | +16.7% |
| 3Y | +73.5% | +138.9% | -65.4% | -16.7% |
| 5Y | -61.6% | +209.1% | -270.8% | -84.6% |
| 10Y | +638.0% | +737.3% | -99.3% | +56.0% |
| All | +638.0% | +778.3% | -140.3% | +56.0% |
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