+253.8%
PH vs IAG
+766.8%
-513.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.5% |
| 7D | +0.4% | +4.3% | -3.9% | 0.0% |
| 30D | -10.8% | +9.8% | -20.6% | -11.6% |
| 3M | +8.5% | +28.9% | -20.5% | +5.7% |
| 6M | +3.9% | -7.6% | +11.5% | +3.7% |
| YTD | +9.4% | +22.0% | -12.5% | +6.4% |
| 1Y | +26.8% | +99.5% | -72.7% | +17.9% |
| 3Y | +140.8% | +818.3% | -677.5% | +92.5% |
| 5Y | +253.8% | +785.9% | -532.1% | +159.7% |
| All | +253.8% | +766.8% | -513.0% | +159.7% |
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 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