+5,128.0%
PH vs AGI
+5,459.2%
-331.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | -0.1% |
| 7D | -3.1% | +0.6% | -3.7% | -3.1% |
| 30D | -3.2% | +18.2% | -21.5% | -4.2% |
| 3M | +10.6% | -4.1% | +14.7% | +10.6% |
| 6M | -2.1% | -28.7% | +26.6% | -0.6% |
| YTD | +10.2% | -4.0% | +14.2% | +9.8% |
| 1Y | +28.2% | +17.4% | +10.8% | +26.2% |
| 3Y | +134.9% | +203.0% | -68.1% | +117.9% |
| 5Y | +253.6% | +376.7% | -123.0% | +218.0% |
| 10Y | +804.7% | +407.5% | +397.2% | +684.9% |
| All | +5,128.0% | +5,459.2% | -331.2% | +4,269.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling