+12.8%
PH vs CAPR
+65.7%
-52.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -8.7% | +7.2% | -1.5% |
| 7D | +7.4% | +19.1% | -11.7% | +7.3% |
| 30D | +0.5% | +48.8% | -48.4% | +0.3% |
| 3M | -10.2% | +144.4% | -154.6% | -10.7% |
| 6M | +8.9% | -67.5% | +76.4% | +9.1% |
| YTD | +9.7% | -64.5% | +74.2% | +9.7% |
| 1Y | +12.8% | +74.4% | -61.6% | +11.7% |
| All | +12.8% | +65.7% | -52.9% | +11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling