+7.7%
CARR vs PH
+243.6%
-235.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -1.2% |
| 7D | -4.1% | -3.1% | -1.0% | -2.0% |
| 30D | -11.0% | -11.8% | +0.8% | -3.1% |
| 3M | -16.4% | +6.9% | -23.3% | -20.6% |
| 6M | -2.4% | -1.3% | -1.1% | -2.3% |
| YTD | +8.4% | +7.0% | +1.5% | +2.7% |
| 1Y | -8.0% | +23.1% | -31.1% | -21.3% |
| 3Y | +0.6% | +135.4% | -134.8% | -47.3% |
| 5Y | +7.7% | +250.3% | -242.6% | -59.4% |
| All | +7.7% | +243.6% | -235.8% | -59.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling