+694.2%
PH vs AMC
-98.8%
+793.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | -0.2% |
| 7D | +4.1% | +3.5% | +0.6% | +4.0% |
| 30D | -0.1% | +12.5% | -12.5% | -0.4% |
| 3M | -9.6% | +23.6% | -33.1% | -10.2% |
| 6M | +8.5% | +144.4% | -135.8% | +5.2% |
| YTD | +9.4% | +108.3% | -98.9% | +6.3% |
| 1Y | +14.2% | +38.9% | -24.7% | +12.2% |
| 3Y | +134.0% | -58.9% | +192.9% | +133.6% |
| 5Y | +203.8% | -99.2% | +303.0% | +221.1% |
| All | +694.2% | -98.8% | +793.0% | +665.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 10y: compounded portfolio wealth divided by compounded AMC 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…
10y analysis · Full analysis span regression · 6 months rolling