+737.3%
PH vs CAPR
-64.9%
+802.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +9.4% | -5.2% | +4.0% |
| 7D | +3.0% | +36.0% | -33.0% | +2.3% |
| 30D | -0.6% | +25.8% | -26.4% | -1.2% |
| 3M | -10.7% | +140.8% | -151.6% | -12.9% |
| 6M | +9.1% | -67.6% | +76.6% | +9.9% |
| YTD | +9.5% | -65.9% | +75.4% | +10.0% |
| 1Y | +14.0% | +66.1% | -52.1% | +5.0% |
| 3Y | +138.9% | +256.9% | -118.0% | +105.7% |
| 5Y | +209.1% | +172.1% | +37.0% | +163.3% |
| 10Y | +737.3% | -64.7% | +802.0% | +555.0% |
| All | +737.3% | -64.9% | +802.2% | +555.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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