+782.8%
PH vs CAG
-35.7%
+818.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.7% | +1.1% | -1.1% |
| 7D | -3.1% | -5.9% | +2.8% | -2.0% |
| 30D | -11.8% | -1.5% | -10.2% | -11.6% |
| 3M | +6.9% | +11.5% | -4.5% | +4.2% |
| 6M | -1.3% | -15.7% | +14.4% | +1.6% |
| YTD | +7.0% | -10.2% | +17.2% | +8.3% |
| 1Y | +23.1% | -18.1% | +41.2% | +26.9% |
| 3Y | +135.4% | -39.4% | +174.8% | +155.6% |
| 5Y | +250.3% | -42.6% | +292.9% | +284.1% |
| All | +782.8% | -35.7% | +818.6% | +822.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 10y: compounded portfolio wealth divided by compounded CAG 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…
10y analysis · Full analysis span regression · 6 months rolling