+132.9%
PH vs AG
+219.8%
-86.8%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.8% | +1.0% | +2.7% |
| 7D | +2.0% | +6.3% | -4.3% | +1.3% |
| 30D | -3.7% | -8.9% | +5.3% | -2.9% |
| 3M | -14.0% | -12.2% | -1.8% | -13.3% |
| 6M | +2.1% | -28.3% | +30.4% | +4.5% |
| YTD | +5.1% | -8.8% | +13.9% | +3.7% |
| 1Y | +10.9% | +39.4% | -28.4% | +4.4% |
| 3Y | +132.9% | +229.4% | -96.5% | +88.9% |
| All | +132.9% | +219.8% | -86.8% | +88.9% |
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