+695.9%
PH vs AR
+57.4%
+638.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +4.3% | +7.4% | -3.0% | +3.0% |
| 30D | +0.1% | +5.8% | -5.6% | -1.0% |
| 3M | -9.4% | +5.2% | -14.6% | -10.5% |
| 6M | +8.8% | +5.4% | +3.3% | +6.8% |
| YTD | +9.6% | +12.4% | -2.8% | +5.4% |
| 1Y | +14.4% | +12.8% | +1.6% | +9.8% |
| 3Y | +134.5% | +47.2% | +87.3% | +110.0% |
| 5Y | +204.4% | +101.1% | +103.3% | +147.1% |
| All | +695.9% | +57.4% | +638.5% | +424.1% |
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