+23,761.0%
PH vs AA
+295.2%
+23,465.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.5% |
| 7D | -3.1% | -0.7% | -2.4% | -2.9% |
| 30D | -3.2% | +5.0% | -8.2% | -5.4% |
| 3M | +10.6% | -35.8% | +46.4% | +26.7% |
| 6M | -2.1% | -18.4% | +16.3% | +1.3% |
| YTD | +10.2% | -5.5% | +15.7% | +7.1% |
| 1Y | +28.2% | +61.0% | -32.7% | +1.5% |
| 3Y | +134.9% | +66.2% | +68.7% | +70.1% |
| 5Y | +253.6% | +11.4% | +242.2% | +160.5% |
| 10Y | +804.7% | +116.9% | +687.9% | +316.6% |
| All | +23,761.0% | +295.2% | +23,465.9% | +7,272.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling