+2,365.9%
PH vs AG
+284.3%
+2,081.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +0.9% |
| 7D | +6.9% | -4.0% | +10.9% | +7.3% |
| 30D | +1.7% | -13.1% | +14.7% | +3.0% |
| 3M | -8.1% | -22.0% | +13.9% | -6.1% |
| 6M | +11.5% | -37.3% | +48.7% | +15.9% |
| YTD | +11.4% | -11.2% | +22.5% | +10.2% |
| 1Y | +14.1% | +23.9% | -9.8% | +8.6% |
| 3Y | +138.2% | +225.1% | -86.9% | +96.6% |
| 5Y | +216.0% | +7.7% | +208.2% | +184.4% |
| 10Y | +710.0% | +86.9% | +623.1% | +525.2% |
| All | +2,365.9% | +284.3% | +2,081.6% | +1,150.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling