+782.8%
PH vs AGI
+388.9%
+393.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.3% | +1.7% | -1.4% |
| 7D | -3.1% | -5.3% | +2.1% | -2.9% |
| 30D | -11.8% | +6.8% | -18.5% | -12.1% |
| 3M | +6.9% | +8.3% | -1.4% | +6.3% |
| 6M | -1.3% | -29.2% | +28.0% | +0.1% |
| YTD | +7.0% | -7.3% | +14.2% | +6.9% |
| 1Y | +23.1% | +8.0% | +15.1% | +22.0% |
| 3Y | +135.4% | +206.6% | -71.2% | +121.0% |
| 5Y | +250.3% | +398.1% | -147.8% | +221.4% |
| All | +782.8% | +388.9% | +393.9% | +733.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 10y: compounded portfolio wealth divided by compounded AGI 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…
10y analysis · Full analysis span regression · 6 months rolling