+6.0%
AAL vs PH
+14.9%
-8.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.8% |
| 7D | +10.1% | +2.1% | +7.9% | +8.6% |
| 30D | +10.6% | +0.3% | +10.3% | +9.7% |
| 3M | -5.9% | -8.8% | +2.9% | -0.9% |
| 6M | +5.7% | +10.0% | -4.4% | -3.3% |
| YTD | -8.0% | +10.5% | -18.4% | -15.3% |
| 1Y | +6.0% | +15.5% | -9.5% | -6.9% |
| All | +6.0% | +14.9% | -8.9% | -6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling