+251.1%
PH vs AIG
+53.4%
+197.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.1% | -0.9% |
| 7D | 0.0% | -1.4% | +1.5% | +0.7% |
| 30D | -10.3% | -3.3% | -7.0% | -8.8% |
| 3M | +5.1% | +2.2% | +2.9% | +3.4% |
| 6M | +2.3% | -2.1% | +4.4% | +2.6% |
| YTD | +8.7% | -11.2% | +19.9% | +14.1% |
| 1Y | +26.8% | -2.1% | +28.9% | +25.2% |
| 3Y | +139.2% | +34.4% | +104.8% | +93.9% |
| 5Y | +251.1% | +53.7% | +197.4% | +148.5% |
| All | +251.1% | +53.4% | +197.7% | +148.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling