+142.5%
PH vs IAG
+790.4%
-647.9%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | 0.0% |
| 7D | -3.1% | -0.5% | -2.5% | -3.0% |
| 30D | -3.2% | +28.9% | -32.1% | -5.5% |
| 3M | +10.6% | +19.1% | -8.6% | +8.4% |
| 6M | -2.1% | -10.3% | +8.1% | -2.3% |
| YTD | +10.2% | +24.2% | -14.0% | +7.1% |
| 1Y | +28.2% | +116.5% | -88.3% | +18.7% |
| All | +142.5% | +790.4% | -647.9% | +98.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling