+695.9%
PH vs AME
+444.5%
+251.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.5% | -0.5% |
| 7D | +4.3% | +5.9% | -1.5% | -1.2% |
| 30D | +0.1% | -1.9% | +2.1% | +1.8% |
| 3M | -9.4% | -5.4% | -4.0% | -4.8% |
| 6M | +8.8% | +4.9% | +3.8% | +2.9% |
| YTD | +9.6% | +18.5% | -8.8% | -8.2% |
| 1Y | +14.4% | +25.5% | -11.0% | -9.5% |
| 3Y | +134.5% | +63.0% | +71.5% | +41.0% |
| 5Y | +204.4% | +78.3% | +126.1% | +67.9% |
| All | +695.9% | +444.5% | +251.4% | +74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 10y: compounded portfolio wealth divided by compounded AME 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…
10y analysis · Full analysis span regression · 6 months rolling