+23.1%
PH vs AGI
+9.6%
+13.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.3% | +1.7% | -1.3% |
| 7D | -3.1% | -5.3% | +2.1% | -2.7% |
| 30D | -11.8% | +6.8% | -18.5% | -12.4% |
| 3M | +6.9% | +8.3% | -1.4% | +5.7% |
| 6M | -1.3% | -29.2% | +28.0% | +0.4% |
| YTD | +7.0% | -7.3% | +14.2% | +8.5% |
| 1Y | +23.1% | +8.0% | +15.1% | +23.3% |
| All | +23.1% | +9.6% | +13.5% | +23.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling