+243.7%
PH vs AZO
+86.1%
+157.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.3% |
| 7D | -3.1% | -2.9% | -0.2% | -2.3% |
| 30D | -11.8% | -5.3% | -6.5% | -10.4% |
| 3M | +6.9% | -7.3% | +14.3% | +8.9% |
| 6M | -1.3% | -22.7% | +21.4% | +6.2% |
| YTD | +7.0% | -15.0% | +22.0% | +11.1% |
| 1Y | +23.1% | -32.2% | +55.4% | +38.0% |
| 3Y | +135.4% | +10.0% | +125.4% | +113.7% |
| All | +243.7% | +86.1% | +157.7% | +155.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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