+14.4%
PH vs AA
-0.3%
+14.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.7% | +0.1% |
| 7D | +4.3% | +0.5% | +3.8% | +4.3% |
| 30D | +0.1% | -0.6% | +0.7% | +0.2% |
| 3M | -9.4% | -19.7% | +10.3% | -8.0% |
| 6M | +8.8% | -41.6% | +50.3% | +12.6% |
| YTD | +9.6% | -24.6% | +34.3% | +7.7% |
| 1Y | +14.4% | +4.9% | +9.6% | +4.2% |
| All | +14.4% | -0.3% | +14.8% | +4.2% |
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