+73.4%
CL vs PH
+759.6%
-686.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.9% | -5.0% | -2.5% |
| 7D | +1.3% | +2.0% | -0.7% | +1.0% |
| 30D | +11.4% | -3.7% | +15.0% | +11.7% |
| 3M | +4.4% | -14.0% | +18.5% | +6.5% |
| 6M | +10.8% | +2.1% | +8.7% | +9.9% |
| YTD | +25.1% | +5.1% | +20.1% | +23.4% |
| 1Y | +28.0% | +10.9% | +17.0% | +25.1% |
| 3Y | +37.6% | +132.9% | -95.3% | +16.4% |
| 5Y | +39.7% | +200.1% | -160.4% | +10.5% |
| All | +73.4% | +759.6% | -686.2% | +21.7% |
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