+543.0%
XYZ vs PH
+927.8%
-384.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.0% | -2.1% | -2.7% |
| 7D | +9.2% | -3.9% | +13.1% | +11.8% |
| 30D | +9.8% | -9.4% | +19.2% | +16.8% |
| 3M | -0.2% | -10.3% | +10.1% | +5.9% |
| 6M | +18.0% | +2.7% | +15.3% | +11.9% |
| YTD | +29.1% | +2.1% | +27.0% | +21.4% |
| 1Y | +14.1% | +16.2% | -2.1% | -3.6% |
| 3Y | +72.6% | +129.3% | -56.6% | -12.7% |
| 5Y | -64.6% | +191.7% | -256.3% | -84.7% |
| 10Y | +590.0% | +759.2% | -169.3% | +43.2% |
| All | +543.0% | +927.8% | -384.8% | +21.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling