+2,339.8%
PH vs AG
+445.6%
+1,894.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.3% |
| 3M | +10.6% | +6.2% | +4.4% | +9.1% |
| 6M | -2.1% | -26.7% | +24.5% | 0.0% |
| YTD | +10.2% | +26.1% | -15.9% | +5.3% |
| 1Y | +28.2% | +131.7% | -103.4% | +13.7% |
| 3Y | +134.9% | +255.3% | -120.5% | +91.6% |
| 5Y | +253.6% | +61.9% | +191.7% | +205.1% |
| 10Y | +804.7% | +72.0% | +732.7% | +605.4% |
| All | +2,339.8% | +445.6% | +1,894.2% | +1,094.7% |
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