+83.2%
PH vs AS
+133.7%
-50.5%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -1.5% |
| 7D | -3.9% | +7.1% | -11.0% | -5.3% |
| 30D | -9.4% | +12.8% | -22.2% | -11.7% |
| 3M | -10.3% | -14.7% | +4.4% | -7.7% |
| 6M | +2.7% | -9.9% | +12.6% | +4.1% |
| YTD | +2.1% | -16.1% | +18.3% | +4.6% |
| 1Y | +16.2% | +0.2% | +16.1% | +14.4% |
| All | +83.2% | +133.7% | -50.5% | +57.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling