+88.5%
PH vs AS
+134.9%
-46.4%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.4% | +2.8% |
| 7D | +2.0% | +6.9% | -4.9% | +0.5% |
| 30D | -3.7% | +16.0% | -19.7% | -6.7% |
| 3M | -14.0% | -12.8% | -1.2% | -11.9% |
| 6M | +2.1% | -15.4% | +17.5% | +5.0% |
| YTD | +5.1% | -15.7% | +20.8% | +7.5% |
| 1Y | +10.9% | +6.1% | +4.9% | +8.1% |
| All | +88.5% | +134.9% | -46.4% | +61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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