+253.6%
PH vs AR
+143.7%
+109.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | -3.1% | +2.5% | -5.6% | -3.5% |
| 30D | -3.2% | +14.8% | -18.0% | -5.7% |
| 3M | +10.6% | +6.2% | +4.4% | +9.0% |
| 6M | -2.1% | +4.3% | -6.4% | -3.9% |
| YTD | +10.2% | +14.4% | -4.2% | +5.7% |
| 1Y | +28.2% | +21.3% | +6.9% | +20.8% |
| 3Y | +134.9% | +39.8% | +95.1% | +111.5% |
| All | +253.6% | +143.7% | +109.9% | +176.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling