-68.9%
XYZ vs PH
+254.3%
-323.2%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -1.0% | -3.1% | +2.1% | +1.9% |
| 30D | -1.7% | -3.2% | +1.5% | 0.0% |
| 3M | +16.7% | +10.6% | +6.2% | +3.7% |
| 6M | +26.9% | -2.1% | +29.0% | +24.8% |
| YTD | +27.1% | +10.2% | +17.0% | +10.2% |
| 1Y | +9.3% | +28.2% | -19.0% | -20.2% |
| 3Y | +42.3% | +134.9% | -92.6% | -48.3% |
| All | -68.9% | +254.3% | -323.2% | -93.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling