+1,770.7%
CVS vs PH
+25,456.4%
-23,685.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.3% |
| 7D | +12.0% | +6.9% | +5.1% | +9.8% |
| 30D | +2.8% | +1.7% | +1.1% | +2.2% |
| 3M | -3.6% | -8.1% | +4.6% | -1.4% |
| 6M | -1.6% | +11.5% | -13.1% | -5.3% |
| YTD | +16.3% | +11.4% | +4.9% | +11.6% |
| 1Y | +15.5% | +14.1% | +1.4% | +10.1% |
| 3Y | +48.1% | +138.2% | -90.1% | +11.3% |
| 5Y | +12.3% | +216.0% | -203.7% | -23.8% |
| 10Y | +62.7% | +710.0% | -647.3% | -20.6% |
| All | +1,770.7% | +25,456.4% | -23,685.7% | +215.7% |
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