+310.1%
COP vs PH
+737.8%
-427.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.3% |
| 7D | -6.1% | +2.1% | -8.2% | -7.3% |
| 30D | +1.1% | +0.3% | +0.8% | +0.3% |
| 3M | +10.9% | -8.8% | +19.7% | +15.8% |
| 6M | +20.8% | +10.0% | +10.7% | +11.2% |
| YTD | +48.0% | +10.5% | +37.6% | +33.1% |
| 1Y | +58.5% | +15.5% | +43.0% | +38.4% |
| 3Y | +28.1% | +136.4% | -108.2% | -33.0% |
| 5Y | +120.5% | +213.6% | -93.1% | -9.5% |
| 10Y | +310.1% | +713.9% | -403.8% | -18.7% |
| All | +310.1% | +737.8% | -427.7% | -18.7% |
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