+868.2%
PH vs AMC
-97.5%
+965.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.9% | +0.8% |
| 7D | +2.1% | +5.5% | -3.4% | +1.9% |
| 30D | +0.3% | +16.1% | -15.8% | -0.2% |
| 3M | -8.8% | +43.0% | -51.8% | -9.9% |
| 6M | +10.0% | +130.7% | -120.6% | +6.5% |
| YTD | +10.5% | +121.8% | -111.3% | +6.8% |
| 1Y | +15.5% | +40.7% | -25.1% | +13.2% |
| 3Y | +136.4% | -56.8% | +193.2% | +135.5% |
| 5Y | +213.6% | -99.1% | +312.7% | +233.9% |
| 10Y | +713.9% | -98.7% | +812.6% | +735.0% |
| All | +868.2% | -97.5% | +965.7% | +722.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling