+196.6%
PH vs IAG
+505.2%
-308.6%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +7.2% | -4.3% | +2.2% |
| 7D | +2.0% | +21.4% | -19.4% | +0.2% |
| 30D | -3.7% | +4.0% | -7.7% | -4.1% |
| 3M | -14.0% | +17.0% | -31.1% | -15.5% |
| 6M | +2.1% | +1.4% | +0.7% | +1.3% |
| YTD | +5.1% | +13.8% | -8.7% | +2.6% |
| 1Y | +10.9% | +55.8% | -44.9% | +5.5% |
| 3Y | +132.9% | +647.4% | -514.5% | +89.5% |
| All | +196.6% | +505.2% | -308.6% | +118.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling