+8.6%
CVS vs PH
+208.5%
-199.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.2% | -2.6% | +0.6% |
| 7D | -3.7% | +3.0% | -6.7% | -4.3% |
| 30D | -0.3% | -0.6% | +0.3% | -0.3% |
| 3M | -10.3% | -10.7% | +0.5% | -7.9% |
| 6M | -4.6% | +9.1% | -13.7% | -7.3% |
| YTD | +10.7% | +9.5% | +1.2% | +7.1% |
| 1Y | +11.2% | +14.0% | -2.8% | +6.4% |
| 3Y | +43.0% | +138.9% | -95.8% | +9.5% |
| 5Y | +8.6% | +209.1% | -200.5% | -26.9% |
| All | +8.6% | +208.5% | -199.8% | -26.9% |
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