+218.9%
CTVA vs PH
+546.1%
-327.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.4% |
| 7D | -4.7% | -3.1% | -1.5% | -3.2% |
| 30D | +11.1% | -11.8% | +22.9% | +17.6% |
| 3M | +13.7% | +6.9% | +6.8% | +9.0% |
| 6M | +11.2% | -1.3% | +12.5% | +9.8% |
| YTD | +26.9% | +7.0% | +19.9% | +20.1% |
| 1Y | +18.8% | +23.1% | -4.3% | +4.1% |
| 3Y | +75.9% | +135.4% | -59.4% | +6.2% |
| 5Y | +105.2% | +250.3% | -145.1% | -3.8% |
| All | +218.9% | +546.1% | -327.1% | +1.7% |
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