+795.1%
PH vs AMC
-97.8%
+892.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -12.5% | +10.5% | -1.6% |
| 7D | -3.9% | 0.0% | -3.9% | -3.9% |
| 30D | -9.4% | +4.4% | -13.8% | -9.6% |
| 3M | -10.3% | +15.4% | -25.7% | -10.8% |
| 6M | +2.7% | +93.7% | -91.0% | -0.1% |
| YTD | +2.1% | +97.4% | -95.3% | -0.9% |
| 1Y | +16.2% | +23.2% | -7.0% | +14.3% |
| 3Y | +129.3% | -71.3% | +200.5% | +131.1% |
| 5Y | +191.7% | -99.3% | +291.0% | +212.2% |
| 10Y | +759.2% | -98.7% | +858.0% | +769.2% |
| All | +795.1% | -97.8% | +892.8% | +663.0% |
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