+792.3%
PH vs AG
+57.4%
+735.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.4% | -0.6% |
| 7D | +0.4% | +4.5% | -4.1% | 0.0% |
| 30D | -10.8% | +12.9% | -23.7% | -11.9% |
| 3M | +8.5% | +20.9% | -12.5% | +6.1% |
| 6M | +3.9% | -19.5% | +23.5% | +5.0% |
| YTD | +9.4% | +24.8% | -15.4% | +5.4% |
| 1Y | +26.8% | +120.2% | -93.5% | +14.8% |
| 3Y | +140.8% | +279.0% | -138.2% | +100.7% |
| 5Y | +253.8% | +67.9% | +185.9% | +210.1% |
| 10Y | +792.3% | +57.5% | +734.9% | +668.8% |
| All | +792.3% | +57.4% | +735.0% | +668.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling