+24,016.6%
PH vs CAG
+583.1%
+23,433.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.2% | +1.4% |
| 7D | +6.9% | -1.8% | +8.6% | +7.3% |
| 30D | +1.7% | +9.7% | -8.0% | -1.4% |
| 3M | -8.1% | +0.5% | -8.6% | -9.0% |
| 6M | +11.5% | +8.9% | +2.6% | +7.4% |
| YTD | +11.4% | -8.4% | +19.7% | +11.7% |
| 1Y | +14.1% | -8.3% | +22.4% | +14.4% |
| 3Y | +138.2% | -36.1% | +174.4% | +159.3% |
| 5Y | +216.0% | -40.1% | +256.1% | +247.8% |
| 10Y | +710.0% | -36.9% | +746.8% | +737.4% |
| All | +24,016.6% | +583.1% | +23,433.5% | +12,202.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling