+209.8%
PH vs AMCR
-9.1%
+218.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -0.9% |
| 7D | +7.4% | -4.5% | +11.8% | +9.6% |
| 30D | +0.5% | +4.9% | -4.4% | -2.4% |
| 3M | -10.2% | -4.6% | -5.7% | -8.9% |
| 6M | +8.9% | +15.2% | -6.3% | -0.3% |
| YTD | +9.7% | +9.7% | -0.1% | +1.5% |
| 1Y | +12.8% | +10.5% | +2.3% | +3.9% |
| 3Y | +134.6% | +13.8% | +120.8% | +104.1% |
| All | +209.8% | -9.1% | +218.9% | +213.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling