+0.1%
CARR vs PH
+133.8%
-133.7%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -1.3% |
| 7D | -4.1% | -3.1% | -1.0% | -2.2% |
| 30D | -11.0% | -11.8% | +0.8% | -3.7% |
| 3M | -16.4% | +6.9% | -23.3% | -20.3% |
| 6M | -2.4% | -1.3% | -1.1% | -2.3% |
| YTD | +8.4% | +7.0% | +1.5% | +3.2% |
| 1Y | -8.0% | +23.1% | -31.1% | -20.1% |
| All | +0.1% | +133.8% | -133.7% | -40.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling