+209.7%
PH vs AG
0.0%
+209.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.2% |
| 7D | +4.3% | -10.0% | +14.3% | +5.4% |
| 30D | +0.1% | -10.5% | +10.6% | +1.1% |
| 3M | -9.4% | -27.3% | +17.9% | -6.9% |
| 6M | +8.8% | -43.0% | +51.7% | +13.7% |
| YTD | +9.6% | -17.9% | +27.5% | +9.4% |
| 1Y | +14.4% | +11.9% | +2.5% | +10.5% |
| 3Y | +134.5% | +201.8% | -67.3% | +96.8% |
| All | +209.7% | 0.0% | +209.7% | +196.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling