+28.2%
PH vs AG
+125.2%
-97.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | -0.1% |
| 7D | -3.1% | +1.0% | -4.1% | -3.2% |
| 30D | -3.2% | +19.2% | -22.4% | -4.7% |
| 3M | +10.6% | +6.2% | +4.4% | +9.4% |
| 6M | -2.1% | -26.7% | +24.5% | -1.0% |
| YTD | +10.2% | +26.1% | -15.9% | +8.0% |
| 1Y | +28.2% | +131.7% | -103.4% | +19.4% |
| All | +28.2% | +125.2% | -97.0% | +19.4% |
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