+107.9%
CTVA vs PH
+253.8%
-145.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.0% |
| 7D | -2.1% | +0.4% | -2.5% | -2.2% |
| 30D | +12.0% | -10.8% | +22.9% | +16.6% |
| 3M | +13.5% | +8.5% | +5.0% | +9.1% |
| 6M | +12.1% | +3.9% | +8.2% | +8.8% |
| YTD | +29.0% | +9.4% | +19.6% | +22.4% |
| 1Y | +18.9% | +26.8% | -7.9% | +5.4% |
| 3Y | +78.9% | +140.8% | -61.9% | +16.5% |
| All | +107.9% | +253.8% | -145.9% | +7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling