+137.3%
CTVA vs PH
+562.2%
-425.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | -20.8% | +4.3% | -25.1% | -22.1% |
| 30D | -29.6% | +0.1% | -29.8% | -29.9% |
| 3M | -16.9% | -9.4% | -7.5% | -13.5% |
| 6M | -24.3% | +8.8% | -33.0% | -28.4% |
| YTD | -5.6% | +9.6% | -15.2% | -12.1% |
| 1Y | -4.2% | +14.4% | -18.6% | -12.8% |
| 3Y | +43.3% | +134.5% | -91.3% | -13.1% |
| 5Y | +35.7% | +204.4% | -168.7% | -31.1% |
| All | +137.3% | +562.2% | -425.0% | -25.6% |
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