+41.0%
CVS vs PH
+804.8%
-763.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.4% |
| 7D | -2.0% | -3.1% | +1.2% | -1.0% |
| 30D | +1.9% | -11.8% | +13.7% | +5.7% |
| 3M | -2.2% | +6.9% | -9.1% | -4.5% |
| 6M | +26.7% | -1.3% | +28.0% | +26.4% |
| YTD | +22.9% | +7.0% | +15.9% | +19.4% |
| 1Y | +32.9% | +23.1% | +9.8% | +23.4% |
| 3Y | +62.3% | +135.4% | -73.1% | +20.1% |
| 5Y | +34.2% | +250.3% | -216.1% | -14.8% |
| All | +41.0% | +804.8% | -763.8% | -31.7% |
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