+48.4%
PH vs CAI
-14.7%
+63.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.8% | +3.8% | +0.2% |
| 7D | +4.3% | -8.7% | +13.0% | +5.0% |
| 30D | +0.1% | -23.8% | +24.0% | +1.8% |
| 3M | -9.4% | +3.9% | -13.3% | -10.1% |
| 6M | +8.8% | +56.8% | -48.1% | +4.3% |
| YTD | +9.6% | -14.6% | +24.2% | +6.4% |
| 1Y | +14.4% | -5.2% | +19.6% | +11.2% |
| All | +48.4% | -14.7% | +63.1% | +44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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