+72.6%
XYZ vs PH
+135.3%
-62.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.9% | -1.1% | 0.0% |
| 7D | +12.1% | +2.0% | +10.2% | +10.2% |
| 30D | +12.4% | -3.7% | +16.0% | +14.1% |
| 3M | +8.2% | -14.0% | +22.2% | +18.0% |
| 6M | +20.7% | +2.1% | +18.6% | +15.0% |
| YTD | +31.3% | +5.1% | +26.3% | +20.1% |
| 1Y | +20.5% | +10.9% | +9.6% | +5.0% |
| 3Y | +72.6% | +132.9% | -60.3% | -17.1% |
| All | +72.6% | +135.3% | -62.7% | -17.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling