+533.2%
XYZ vs PH
+1,008.7%
-475.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -1.0% | -3.1% | +2.1% | +1.4% |
| 30D | -1.7% | -3.2% | +1.5% | -0.2% |
| 3M | +16.7% | +10.6% | +6.2% | +6.6% |
| 6M | +26.9% | -2.1% | +29.0% | +25.4% |
| YTD | +27.1% | +10.2% | +17.0% | +14.4% |
| 1Y | +9.3% | +28.2% | -19.0% | -13.3% |
| 3Y | +42.3% | +134.9% | -92.6% | -28.6% |
| 5Y | -69.3% | +253.6% | -323.0% | -88.2% |
| 10Y | +586.8% | +804.7% | -217.9% | +37.8% |
| All | +533.2% | +1,008.7% | -475.5% | +14.1% |
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