+634.6%
XYZ vs PH
+737.8%
-103.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.9% | -4.3% | -4.0% |
| 7D | +12.6% | +2.1% | +10.5% | +10.4% |
| 30D | +10.8% | +0.3% | +10.5% | +9.5% |
| 3M | +8.4% | -8.8% | +17.2% | +14.6% |
| 6M | +14.3% | +10.0% | +4.3% | +3.0% |
| YTD | +31.5% | +10.5% | +21.0% | +16.3% |
| 1Y | +28.1% | +15.5% | +12.6% | +9.3% |
| 3Y | +66.2% | +136.4% | -70.2% | -19.7% |
| 5Y | -62.3% | +213.6% | -275.9% | -85.1% |
| 10Y | +634.6% | +713.9% | -79.3% | +46.8% |
| All | +634.6% | +737.8% | -103.2% | +46.8% |
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