+792.3%
PH vs AA
+121.7%
+670.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.5% | -4.2% | -1.7% |
| 7D | +0.4% | +1.7% | -1.3% | -0.1% |
| 30D | -10.8% | +3.3% | -14.1% | -12.0% |
| 3M | +8.5% | -29.4% | +37.9% | +18.6% |
| 6M | +3.9% | -12.8% | +16.7% | +4.9% |
| YTD | +9.4% | -2.1% | +11.5% | +5.7% |
| 1Y | +26.8% | +62.8% | -36.0% | +3.1% |
| 3Y | +140.8% | +90.5% | +50.3% | +74.6% |
| 5Y | +253.8% | +19.1% | +234.7% | +163.5% |
| 10Y | +792.3% | +124.8% | +667.6% | +280.6% |
| All | +792.3% | +121.7% | +670.6% | +280.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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