+782.8%
PH vs IAG
+423.2%
+359.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -1.5% |
| 7D | -3.1% | -4.1% | +0.9% | -2.9% |
| 30D | -11.8% | +10.6% | -22.4% | -12.4% |
| 3M | +6.9% | +35.4% | -28.5% | +4.8% |
| 6M | -1.3% | -9.5% | +8.3% | -1.3% |
| YTD | +7.0% | +21.8% | -14.9% | +5.0% |
| 1Y | +23.1% | +84.1% | -61.0% | +17.9% |
| 3Y | +135.4% | +817.4% | -682.0% | +104.9% |
| 5Y | +250.3% | +830.1% | -579.8% | +196.6% |
| All | +782.8% | +423.2% | +359.6% | +662.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded IAG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling