+1,119.8%
PH vs ALM
+7,705.7%
-6,585.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | -0.2% |
| 7D | -3.1% | -2.6% | -0.5% | -3.1% |
| 30D | -3.2% | +32.0% | -35.3% | -3.3% |
| 3M | +10.6% | -15.0% | +25.6% | +10.6% |
| 6M | -2.1% | -10.1% | +8.0% | -2.2% |
| YTD | +10.2% | +99.4% | -89.2% | +9.9% |
| 1Y | +28.2% | +316.4% | -288.1% | +27.6% |
| 3Y | +134.9% | +2,022.0% | -1,887.1% | +132.4% |
| 5Y | +253.6% | +941.2% | -687.5% | +250.3% |
| 10Y | +804.7% | +2,950.3% | -2,145.6% | +793.1% |
| All | +1,119.8% | +7,705.7% | -6,585.9% | +1,090.7% |
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