+2,226.3%
PH vs AG
+294.5%
+1,931.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.8% |
| 3M | -14.0% | -12.2% | -1.8% | -13.2% |
| 6M | +2.1% | -28.3% | +30.4% | +4.6% |
| YTD | +5.1% | -8.8% | +13.9% | +3.7% |
| 1Y | +10.9% | +39.4% | -28.4% | +4.3% |
| 3Y | +132.9% | +229.4% | -96.5% | +92.0% |
| 5Y | +200.1% | +14.5% | +185.5% | +168.4% |
| 10Y | +783.8% | +82.7% | +701.1% | +582.7% |
| All | +2,226.3% | +294.5% | +1,931.8% | +1,076.2% |
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