+26.8%
PH vs AA
+62.9%
-36.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.5% | -4.2% | -1.0% |
| 7D | +0.4% | +1.7% | -1.3% | +0.3% |
| 30D | -10.8% | +3.3% | -14.1% | -11.2% |
| 3M | +8.5% | -29.4% | +37.9% | +11.7% |
| 6M | +3.9% | -12.8% | +16.7% | +3.7% |
| YTD | +9.4% | -2.1% | +11.5% | +7.0% |
| 1Y | +26.8% | +62.8% | -36.0% | +16.7% |
| All | +26.8% | +62.9% | -36.1% | +16.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling