+14,227.5%
COST vs PH
+25,056.5%
-10,829.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +5.0% | +4.3% | +0.7% | +3.7% |
| 30D | +12.8% | +0.1% | +12.7% | +12.4% |
| 3M | +15.2% | -9.4% | +24.6% | +18.0% |
| 6M | +7.4% | +8.8% | -1.3% | +4.0% |
| YTD | +29.0% | +9.6% | +19.4% | +23.9% |
| 1Y | +20.3% | +14.4% | +5.8% | +14.0% |
| 3Y | +99.0% | +134.5% | -35.5% | +49.1% |
| 5Y | +125.7% | +204.4% | -78.8% | +54.0% |
| 10Y | +775.3% | +697.3% | +78.0% | +313.1% |
| All | +14,227.5% | +25,056.5% | -10,829.0% | +1,742.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling