+12.8%
PH vs IAG
+25.8%
-13.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.1% | +3.6% | -0.9% |
| 7D | +7.4% | -2.1% | +9.4% | +7.6% |
| 30D | +0.5% | -6.2% | +6.7% | +1.1% |
| 3M | -10.2% | -5.1% | -5.1% | -9.9% |
| 6M | +8.9% | -10.0% | +18.9% | +9.2% |
| YTD | +9.7% | +3.9% | +5.7% | +9.1% |
| 1Y | +12.8% | +18.9% | -6.0% | +10.0% |
| All | +12.8% | +25.8% | -13.0% | +10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling