+1,681.4%
CVS vs PH
+25,027.9%
-23,346.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.2% | -2.6% | +0.4% |
| 7D | -3.7% | +3.0% | -6.7% | -4.4% |
| 30D | -0.3% | -0.6% | +0.3% | -0.3% |
| 3M | -10.3% | -10.7% | +0.5% | -7.6% |
| 6M | -4.6% | +9.1% | -13.7% | -7.6% |
| YTD | +10.7% | +9.5% | +1.2% | +6.8% |
| 1Y | +11.2% | +14.0% | -2.8% | +6.0% |
| 3Y | +43.0% | +138.9% | -95.8% | +7.4% |
| 5Y | +8.6% | +209.1% | -200.5% | -25.9% |
| 10Y | +52.0% | +737.3% | -685.3% | -26.6% |
| All | +1,681.4% | +25,027.9% | -23,346.5% | +202.1% |
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