+1,343.9%
PH vs AMCR
+106.4%
+1,237.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -3.1% | -1.9% | -1.2% | -2.3% |
| 30D | -3.2% | -4.1% | +0.8% | -1.7% |
| 3M | +10.6% | +21.7% | -11.1% | +1.1% |
| 6M | -2.1% | +1.5% | -3.6% | -3.7% |
| YTD | +10.2% | +13.1% | -2.9% | +2.8% |
| 1Y | +28.2% | +16.5% | +11.7% | +17.9% |
| 3Y | +134.9% | +10.3% | +124.6% | +117.9% |
| 5Y | +253.6% | -7.7% | +261.3% | +253.9% |
| 10Y | +804.7% | +24.6% | +780.1% | +671.0% |
| All | +1,343.9% | +106.4% | +1,237.4% | +1,084.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded AMCR 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling