+436.5%
CARR vs PH
+932.2%
-495.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.6% |
| 7D | +3.2% | +0.4% | +2.9% | +3.0% |
| 30D | -7.7% | -10.8% | +3.2% | -1.0% |
| 3M | -11.9% | +8.5% | -20.4% | -16.5% |
| 6M | +2.0% | +3.9% | -1.9% | -1.0% |
| YTD | +13.2% | +9.4% | +3.7% | +6.4% |
| 1Y | -8.5% | +26.8% | -35.3% | -21.7% |
| 3Y | +5.0% | +140.8% | -135.8% | -40.4% |
| 5Y | +12.0% | +253.8% | -241.8% | -49.9% |
| All | +436.5% | +932.2% | -495.7% | +59.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling