+196.7%
PH vs ALM
+396.4%
-199.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.1% | +0.7% | +2.7% |
| 7D | +2.0% | -6.7% | +8.7% | +2.3% |
| 30D | -3.7% | -32.9% | +29.2% | -1.8% |
| 3M | -14.0% | -39.5% | +25.5% | -12.2% |
| 6M | +2.1% | -62.0% | +64.1% | +5.9% |
| YTD | +5.1% | -7.8% | +12.9% | +4.5% |
| 1Y | +10.9% | +26.7% | -15.7% | +8.7% |
| 3Y | +132.9% | +825.4% | -692.4% | +104.1% |
| All | +196.7% | +396.4% | -199.7% | +167.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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