+140.8%
PH vs CAG
-36.6%
+177.5%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.7% |
| 7D | +0.4% | -5.3% | +5.7% | +0.5% |
| 30D | -10.8% | +1.0% | -11.8% | -10.9% |
| 3M | +8.5% | +17.4% | -8.9% | +7.7% |
| 6M | +3.9% | -16.8% | +20.7% | +5.4% |
| YTD | +9.4% | -6.8% | +16.2% | +10.0% |
| 1Y | +26.8% | -15.4% | +42.2% | +28.4% |
| 3Y | +140.8% | -37.1% | +177.9% | +144.5% |
| All | +140.8% | -36.6% | +177.5% | +144.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling