+25.7%
COP vs PH
+135.3%
-109.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.9% | -2.3% | -0.1% |
| 7D | -11.5% | +2.0% | -13.5% | -11.9% |
| 30D | +5.0% | -3.7% | +8.6% | +5.7% |
| 3M | +17.5% | -14.0% | +31.5% | +21.7% |
| 6M | +16.2% | +2.1% | +14.1% | +14.1% |
| YTD | +48.8% | +5.1% | +43.7% | +42.1% |
| 1Y | +64.1% | +10.9% | +53.2% | +53.0% |
| 3Y | +25.7% | +132.9% | -107.3% | -14.5% |
| All | +25.7% | +135.3% | -109.7% | -14.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling