+12.8%
PH vs AR
+10.2%
+2.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -1.4% |
| 7D | +7.4% | +6.4% | +1.0% | +8.2% |
| 30D | +0.5% | +3.1% | -2.6% | +0.9% |
| 3M | -10.2% | +3.3% | -13.5% | -9.7% |
| 6M | +8.9% | +6.6% | +2.4% | +10.5% |
| YTD | +9.7% | +12.3% | -2.7% | +9.7% |
| 1Y | +12.8% | +12.3% | +0.5% | +13.2% |
| All | +12.8% | +10.2% | +2.7% | +13.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling