+606.1%
COST vs PH
+820.2%
-214.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | -0.1% |
| 7D | -1.2% | -1.3% | +0.1% | -0.9% |
| 30D | -4.7% | -11.0% | +6.3% | -2.2% |
| 3M | -7.1% | +5.5% | -12.6% | -8.5% |
| 6M | -8.5% | +1.5% | -10.0% | -9.4% |
| YTD | +5.4% | +8.8% | -3.4% | +2.5% |
| 1Y | -5.6% | +24.5% | -30.1% | -11.4% |
| 3Y | +68.5% | +141.2% | -72.7% | +32.0% |
| 5Y | +105.2% | +256.3% | -151.1% | +44.3% |
| All | +606.1% | +820.2% | -214.1% | +304.8% |
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