+928.1%
PH vs AR
-32.8%
+960.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.8% | +0.8% | -1.5% |
| 7D | -3.9% | -11.7% | +7.8% | -1.8% |
| 30D | -9.4% | +1.8% | -11.3% | -9.9% |
| 3M | -10.3% | +6.0% | -16.3% | -11.6% |
| 6M | +2.7% | -7.0% | +9.7% | +3.2% |
| YTD | +2.1% | +5.6% | -3.4% | -0.6% |
| 1Y | +16.2% | +10.8% | +5.4% | +11.8% |
| 3Y | +129.3% | +19.3% | +110.0% | +113.0% |
| 5Y | +191.7% | +73.3% | +118.4% | +142.6% |
| 10Y | +759.2% | +47.6% | +711.7% | +483.9% |
| All | +928.1% | -32.8% | +960.9% | +702.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling