+797.1%
PH vs IAG
+434.9%
+362.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -0.8% |
| 7D | 0.0% | +1.7% | -1.7% | -0.1% |
| 30D | -10.3% | +11.4% | -21.7% | -10.9% |
| 3M | +5.1% | +33.0% | -28.0% | +3.1% |
| 6M | +2.3% | -6.0% | +8.3% | +2.1% |
| YTD | +8.7% | +24.6% | -15.9% | +6.5% |
| 1Y | +26.8% | +105.0% | -78.2% | +20.7% |
| 3Y | +139.2% | +837.9% | -698.7% | +107.9% |
| 5Y | +251.1% | +817.0% | -565.9% | +197.1% |
| All | +797.1% | +434.9% | +362.2% | +673.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling