+150.3%
CI vs PH
+737.8%
-587.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.7% | +2.2% |
| 7D | +2.6% | +2.1% | +0.5% | +1.7% |
| 30D | +7.3% | +0.3% | +7.1% | +6.7% |
| 3M | +9.5% | -8.8% | +18.3% | +12.5% |
| 6M | +6.4% | +10.0% | -3.6% | +1.5% |
| YTD | +12.0% | +10.5% | +1.5% | +6.2% |
| 1Y | +20.1% | +15.5% | +4.6% | +11.8% |
| 3Y | +9.6% | +136.4% | -126.8% | -27.6% |
| 5Y | +52.7% | +213.6% | -160.9% | -14.7% |
| 10Y | +150.3% | +713.9% | -563.6% | -12.8% |
| All | +150.3% | +737.8% | -587.6% | -12.8% |
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