+11.5%
PH vs AR
+4.3%
+7.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.9% |
| 7D | +6.9% | +2.1% | +4.8% | +6.9% |
| 30D | +1.7% | +4.5% | -2.8% | +2.1% |
| 3M | -8.1% | +1.0% | -9.2% | -8.2% |
| 6M | +11.5% | +4.4% | +7.1% | +12.1% |
| All | +11.5% | +4.3% | +7.2% | +12.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling