+19.3%
PH vs AG
+29.4%
-10.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +9.1% | -12.8% | -4.5% |
| 7D | -0.2% | -2.6% | +2.4% | 0.0% |
| 30D | -6.7% | -12.1% | +5.4% | -5.7% |
| 3M | -8.1% | -6.6% | -1.5% | -7.9% |
| 6M | +5.3% | -20.5% | +25.8% | +6.3% |
| YTD | +4.2% | -7.4% | +11.6% | +4.3% |
| 1Y | +19.3% | +33.4% | -14.0% | +17.8% |
| All | +19.3% | +29.4% | -10.0% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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