+14.2%
PH vs AS
-3.7%
+17.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.1% |
| 7D | +4.1% | -4.9% | +9.0% | +5.2% |
| 30D | -0.1% | +3.9% | -4.0% | -1.0% |
| 3M | -9.6% | -9.6% | 0.0% | -8.0% |
| 6M | +8.5% | -8.7% | +17.2% | +9.1% |
| YTD | +9.4% | -19.8% | +29.2% | +11.4% |
| 1Y | +14.2% | -1.5% | +15.8% | +18.0% |
| All | +14.2% | -3.7% | +17.9% | +18.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling