+325.1%
COP vs PH
+794.6%
-469.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +1.0% |
| 7D | -0.8% | +0.4% | -1.2% | -1.1% |
| 30D | +15.6% | -10.8% | +26.4% | +23.2% |
| 3M | +14.3% | +8.5% | +5.9% | +7.3% |
| 6M | +17.0% | +3.9% | +13.1% | +10.7% |
| YTD | +47.4% | +9.4% | +38.0% | +34.5% |
| 1Y | +52.4% | +26.8% | +25.6% | +25.6% |
| 3Y | +20.8% | +140.8% | -120.0% | -37.5% |
| 5Y | +191.7% | +253.8% | -62.1% | +10.1% |
| 10Y | +325.1% | +792.3% | -467.3% | -19.2% |
| All | +325.1% | +794.6% | -469.6% | -19.2% |
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