+142.6%
PH vs AIG
+32.7%
+109.9%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | +0.1% |
| 7D | +0.4% | -1.6% | +2.0% | +1.0% |
| 30D | -10.8% | -5.2% | -5.6% | -9.0% |
| 3M | +8.5% | +1.5% | +7.0% | +7.4% |
| 6M | +3.9% | -3.9% | +7.9% | +5.1% |
| YTD | +9.4% | -11.6% | +21.0% | +14.6% |
| 1Y | +26.8% | -2.9% | +29.7% | +25.7% |
| All | +142.6% | +32.7% | +109.9% | +94.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 3y: compounded portfolio wealth divided by compounded AIG 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…
3y analysis · Full analysis span regression · 6 months rolling