+696.1%
PH vs IAG
+384.2%
+311.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.1% | +3.6% | -1.2% |
| 7D | +7.4% | -2.1% | +9.4% | +7.5% |
| 30D | +0.5% | -6.2% | +6.7% | +0.8% |
| 3M | -10.2% | -5.1% | -5.1% | -10.1% |
| 6M | +8.9% | -10.0% | +18.9% | +9.1% |
| YTD | +9.7% | +3.9% | +5.7% | +8.5% |
| 1Y | +12.8% | +18.9% | -6.0% | +10.7% |
| 3Y | +134.6% | +651.8% | -517.2% | +105.1% |
| 5Y | +204.5% | +416.3% | -211.7% | +161.1% |
| All | +696.1% | +384.2% | +311.9% | +582.9% |
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