+703.5%
PH vs AME
+434.2%
+269.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +2.1% | -4.1% | +6.3% | +6.1% |
| 30D | +0.3% | -4.1% | +4.4% | +4.2% |
| 3M | -8.8% | -5.6% | -3.2% | -3.9% |
| 6M | +10.0% | +2.8% | +7.2% | +6.2% |
| YTD | +10.5% | +16.6% | -6.1% | -6.1% |
| 1Y | +15.5% | +21.1% | -5.6% | -5.4% |
| 3Y | +136.4% | +61.1% | +75.3% | +43.8% |
| 5Y | +213.6% | +76.6% | +137.0% | +74.6% |
| All | +703.5% | +434.2% | +269.3% | +77.8% |
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