+31.8%
CVS vs PH
+251.4%
-219.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | -1.9% | 0.0% | -1.9% | -1.9% |
| 30D | -0.3% | -10.3% | +10.0% | +2.4% |
| 3M | -1.1% | +5.1% | -6.2% | -2.8% |
| 6M | +23.7% | +2.3% | +21.4% | +22.2% |
| YTD | +23.0% | +8.7% | +14.3% | +19.4% |
| 1Y | +37.2% | +26.8% | +10.4% | +27.7% |
| 3Y | +62.4% | +139.2% | -76.7% | +25.1% |
| 5Y | +31.8% | +251.1% | -219.3% | -13.4% |
| All | +31.8% | +251.4% | -219.6% | -13.4% |
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