+44.8%
PH vs CAI
-11.0%
+55.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -3.1% | -5.1% | +1.9% | -2.8% |
| 30D | -11.8% | +3.9% | -15.7% | -12.1% |
| 3M | +6.9% | +40.1% | -33.2% | +3.6% |
| 6M | -1.3% | +29.7% | -30.9% | -4.3% |
| YTD | +7.0% | -10.9% | +17.9% | +3.9% |
| 1Y | +23.1% | -28.0% | +51.1% | +20.4% |
| All | +44.8% | -11.0% | +55.7% | +40.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling