+142.5%
PH vs AME
+54.4%
+88.1%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -1.5% |
| 7D | -3.1% | +0.6% | -3.7% | -3.6% |
| 30D | -3.2% | -6.7% | +3.4% | +2.5% |
| 3M | +10.6% | +4.1% | +6.5% | +6.4% |
| 6M | -2.1% | +1.6% | -3.7% | -4.0% |
| YTD | +10.2% | +16.1% | -6.0% | -4.2% |
| 1Y | +28.2% | +27.3% | +0.9% | +2.2% |
| All | +142.5% | +54.4% | +88.1% | +53.7% |
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