+23,761.0%
PH vs AIG
-21.5%
+23,782.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | 0.0% |
| 7D | -3.1% | -0.9% | -2.1% | -2.8% |
| 30D | -3.2% | -4.9% | +1.6% | -2.1% |
| 3M | +10.6% | +4.5% | +6.1% | +9.2% |
| 6M | -2.1% | -1.4% | -0.7% | -2.1% |
| YTD | +10.2% | -9.8% | +20.0% | +12.3% |
| 1Y | +28.2% | -4.5% | +32.8% | +28.7% |
| 3Y | +134.9% | +37.4% | +97.4% | +115.8% |
| 5Y | +253.6% | +55.0% | +198.7% | +215.5% |
| 10Y | +804.7% | +63.7% | +741.1% | +682.1% |
| All | +23,761.0% | -21.5% | +23,782.5% | +14,269.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling