+142.5%
PH vs AG
+274.2%
-131.7%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | 0.0% |
| 7D | -3.1% | +1.0% | -4.1% | -3.2% |
| 30D | -3.2% | +19.2% | -22.4% | -4.9% |
| 3M | +10.6% | +6.2% | +4.4% | +9.4% |
| 6M | -2.1% | -26.7% | +24.5% | -0.6% |
| YTD | +10.2% | +26.1% | -15.9% | +6.5% |
| 1Y | +28.2% | +131.7% | -103.4% | +16.6% |
| All | +142.5% | +274.2% | -131.7% | +112.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling