+584.9%
XYZ vs PH
+698.6%
-113.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.2% | +3.1% | +3.0% |
| 7D | -1.1% | +4.1% | -5.2% | -4.0% |
| 30D | +11.5% | -0.1% | +11.6% | +10.5% |
| 3M | +1.8% | -9.6% | +11.4% | +8.4% |
| 6M | +21.2% | +8.5% | +12.7% | +10.4% |
| YTD | +29.9% | +9.4% | +20.5% | +15.8% |
| 1Y | +35.8% | +14.2% | +21.6% | +16.9% |
| 3Y | +62.6% | +134.0% | -71.4% | -20.9% |
| 5Y | -62.8% | +203.8% | -266.6% | -84.9% |
| All | +584.9% | +698.6% | -113.7% | +39.2% |
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