+747.9%
PH vs AR
+44.3%
+703.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.7% | +3.0% |
| 7D | +2.0% | -14.3% | +16.3% | +4.8% |
| 30D | -3.7% | +1.4% | -5.1% | -4.1% |
| 3M | -14.0% | +3.4% | -17.4% | -14.9% |
| 6M | +2.1% | -2.1% | +4.2% | +1.7% |
| YTD | +5.1% | +4.7% | +0.4% | +2.4% |
| 1Y | +10.9% | +10.6% | +0.4% | +6.7% |
| 3Y | +132.9% | +24.6% | +108.4% | +114.9% |
| 5Y | +200.1% | +71.9% | +128.2% | +150.5% |
| All | +747.9% | +44.3% | +703.6% | +465.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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