+64.8%
CVS vs PH
+142.8%
-78.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | +4.0% | -3.1% | +7.0% | +4.6% |
| 30D | -2.4% | -3.2% | +0.8% | -1.9% |
| 3M | +2.7% | +10.6% | -7.9% | 0.0% |
| 6M | +21.9% | -2.1% | +24.0% | +21.7% |
| YTD | +24.7% | +10.2% | +14.6% | +21.3% |
| 1Y | +35.4% | +28.2% | +7.2% | +27.3% |
| All | +64.8% | +142.8% | -78.0% | +40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling