+196.7%
PH vs AA
-15.4%
+212.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.9% | -0.1% | +2.2% |
| 7D | +2.0% | +0.9% | +1.1% | +1.8% |
| 30D | -3.7% | -6.7% | +3.0% | -2.3% |
| 3M | -14.0% | -16.3% | +2.3% | -11.2% |
| 6M | +2.1% | -37.1% | +39.2% | +11.1% |
| YTD | +5.1% | -25.0% | +30.1% | +8.1% |
| 1Y | +10.9% | +8.6% | +2.4% | +4.0% |
| 3Y | +132.9% | +57.2% | +75.7% | +91.1% |
| All | +196.7% | -15.4% | +212.1% | +158.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling