+14.1%
AGG vs PH
+820.2%
-806.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.1% |
| 7D | -1.1% | -1.3% | +0.2% | -1.0% |
| 30D | -1.1% | -11.0% | +9.8% | -1.0% |
| 3M | -1.9% | +5.5% | -7.4% | -2.0% |
| 6M | -1.7% | +1.5% | -3.2% | -1.7% |
| YTD | -1.3% | +8.8% | -10.1% | -1.4% |
| 1Y | -0.7% | +24.5% | -25.2% | -1.0% |
| 3Y | +12.5% | +141.2% | -128.7% | +11.5% |
| 5Y | -2.5% | +256.3% | -258.8% | -3.8% |
| All | +14.1% | +820.2% | -806.0% | +13.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling