+132.9%
PH vs AME
+62.2%
+70.7%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.5% | +0.3% | +0.7% |
| 7D | +2.0% | -5.2% | +7.2% | +6.4% |
| 30D | -3.7% | -8.0% | +4.4% | +3.2% |
| 3M | -14.0% | -8.9% | -5.1% | -7.2% |
| 6M | +2.1% | -5.0% | +7.1% | +5.9% |
| YTD | +5.1% | +11.9% | -6.8% | -5.7% |
| 1Y | +10.9% | +16.6% | -5.7% | -4.0% |
| 3Y | +132.9% | +62.5% | +70.5% | +53.1% |
| All | +132.9% | +62.2% | +70.7% | +53.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling