+713.9%
PH vs CAG
-38.9%
+752.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.0% |
| 7D | +2.1% | +6.6% | -4.5% | +0.9% |
| 30D | +0.3% | +13.9% | -13.6% | -2.4% |
| 3M | -8.8% | +4.0% | -12.8% | -9.9% |
| 6M | +10.0% | +10.0% | +0.1% | +7.1% |
| YTD | +10.5% | -6.1% | +16.6% | +10.7% |
| 1Y | +15.5% | -4.3% | +19.8% | +15.2% |
| 3Y | +136.4% | -34.6% | +170.9% | +152.6% |
| 5Y | +213.6% | -39.4% | +253.0% | +240.2% |
| 10Y | +713.9% | -34.2% | +748.1% | +763.7% |
| All | +713.9% | -38.9% | +752.8% | +763.7% |
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