+1,063.0%
PH vs ALM
+3,507.4%
-2,444.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.1% | +0.7% | +2.9% |
| 7D | +2.0% | -6.7% | +8.7% | +2.0% |
| 30D | -3.7% | -32.9% | +29.2% | -3.5% |
| 3M | -14.0% | -39.5% | +25.5% | -13.9% |
| 6M | +2.1% | -62.0% | +64.1% | +2.4% |
| YTD | +5.1% | -7.8% | +12.9% | +5.0% |
| 1Y | +10.9% | +26.7% | -15.7% | +10.8% |
| 3Y | +132.9% | +825.4% | -692.4% | +131.2% |
| 5Y | +200.1% | +401.2% | -201.2% | +198.0% |
| 10Y | +783.8% | +2,074.0% | -1,290.2% | +774.2% |
| All | +1,063.0% | +3,507.4% | -2,444.4% | +1,038.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling