+73.5%
XYZ vs PH
+137.6%
-64.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.2% | -0.6% | +1.0% |
| 7D | +14.9% | +3.0% | +11.8% | +12.4% |
| 30D | +14.7% | -0.6% | +15.3% | +14.3% |
| 3M | +12.1% | -10.7% | +22.8% | +19.6% |
| 6M | +18.3% | +9.1% | +9.2% | +8.0% |
| YTD | +36.1% | +9.5% | +26.6% | +21.3% |
| 1Y | +35.3% | +14.0% | +21.3% | +16.5% |
| 3Y | +73.5% | +138.9% | -65.4% | -17.9% |
| All | +73.5% | +137.6% | -64.1% | -17.9% |
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