+1,343.9%
PH vs AMCR
+100.2%
+1,243.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.0% | +15.2% | +19.5% |
| 3Y | +134.9% | +6.9% | +128.0% | +120.9% |
| 5Y | +253.6% | -10.5% | +264.1% | +258.7% |
| 10Y | +804.7% | +20.9% | +783.9% | +681.5% |
| All | +1,343.9% | +100.2% | +1,243.7% | +1,100.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling