+44.6%
COP vs PH
+30.5%
+14.1%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | +3.0% | -3.1% | +6.1% | +2.4% |
| 30D | +17.5% | -3.2% | +20.7% | +16.7% |
| 3M | +13.4% | +10.6% | +2.8% | +15.7% |
| 6M | +17.7% | -2.1% | +19.9% | +20.4% |
| YTD | +46.6% | +10.2% | +36.4% | +46.8% |
| 1Y | +44.6% | +28.2% | +16.4% | +40.3% |
| All | +44.6% | +30.5% | +14.1% | +40.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling