+421.5%
CARR vs PH
+926.1%
-504.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +0.4% |
| 7D | -3.8% | -1.3% | -2.5% | -3.0% |
| 30D | -8.9% | -11.0% | +2.1% | -2.2% |
| 3M | -17.3% | +5.5% | -22.8% | -20.4% |
| 6M | -1.4% | +1.5% | -2.9% | -2.8% |
| YTD | +10.0% | +8.8% | +1.2% | +3.8% |
| 1Y | -6.4% | +24.5% | -30.8% | -18.9% |
| 3Y | +1.5% | +141.2% | -139.6% | -42.4% |
| 5Y | +9.3% | +256.3% | -247.0% | -51.2% |
| All | +421.5% | +926.1% | -504.6% | +55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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