+1,907.2%
CVS vs PH
+25,185.5%
-23,278.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | +4.0% | -3.1% | +7.0% | +4.8% |
| 30D | -2.4% | -3.2% | +0.8% | -1.7% |
| 3M | +2.7% | +10.6% | -7.9% | -0.7% |
| 6M | +21.9% | -2.1% | +24.0% | +21.8% |
| YTD | +24.7% | +10.2% | +14.6% | +20.4% |
| 1Y | +35.4% | +28.2% | +7.2% | +24.7% |
| 3Y | +65.2% | +134.9% | -69.7% | +24.6% |
| 5Y | +30.5% | +253.6% | -223.1% | -14.4% |
| 10Y | +40.4% | +804.7% | -764.4% | -33.6% |
| All | +1,907.2% | +25,185.5% | -23,278.4% | +240.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling