+250.3%
PH vs AGI
+389.1%
-138.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.4% | +1.8% | -1.2% |
| 7D | -3.1% | -5.4% | +2.2% | -2.6% |
| 30D | -11.8% | +6.6% | -18.4% | -12.5% |
| 3M | +6.9% | +8.2% | -1.3% | +5.6% |
| 6M | -1.3% | -29.3% | +28.0% | +1.6% |
| YTD | +7.0% | -7.4% | +14.3% | +6.8% |
| 1Y | +23.1% | +7.9% | +15.2% | +20.5% |
| 3Y | +135.4% | +206.2% | -70.8% | +97.0% |
| 5Y | +250.3% | +397.6% | -147.3% | +171.9% |
| All | +250.3% | +389.1% | -138.7% | +171.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling