+24,041.0%
PH vs AZO
+42,832.5%
-18,791.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.4% |
| 7D | +0.4% | -0.5% | +0.9% | +0.6% |
| 30D | -10.8% | -5.6% | -5.2% | -9.2% |
| 3M | +8.5% | -4.0% | +12.4% | +9.3% |
| 6M | +3.9% | -18.9% | +22.9% | +10.3% |
| YTD | +9.4% | -13.0% | +22.4% | +13.0% |
| 1Y | +26.8% | -30.4% | +57.2% | +40.4% |
| 3Y | +140.8% | +12.7% | +128.1% | +124.9% |
| 5Y | +253.8% | +89.6% | +164.1% | +175.7% |
| 10Y | +792.3% | +304.7% | +487.7% | +443.2% |
| All | +24,041.0% | +42,832.5% | -18,791.5% | +6,384.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling