+23,761.0%
PH vs CAG
+604.9%
+23,156.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | 0.0% |
| 7D | -3.1% | -3.8% | +0.7% | -2.1% |
| 30D | -3.2% | +3.1% | -6.4% | -4.2% |
| 3M | +10.6% | +23.5% | -12.9% | +3.7% |
| 6M | -2.1% | -14.8% | +12.7% | +1.2% |
| YTD | +10.2% | -5.4% | +15.6% | +10.3% |
| 1Y | +28.2% | -11.8% | +40.0% | +30.5% |
| 3Y | +134.9% | -36.7% | +171.5% | +158.0% |
| 5Y | +253.6% | -40.3% | +293.9% | +292.2% |
| 10Y | +804.7% | -37.0% | +841.7% | +839.6% |
| All | +23,761.0% | +604.9% | +23,156.1% | +12,050.9% |
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