+138.3%
PH vs CAPR
+299.3%
-161.0%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +26.5% | -25.7% | +0.6% |
| 7D | +6.9% | +25.8% | -18.9% | +6.6% |
| 30D | +1.7% | +50.2% | -48.5% | +1.2% |
| 3M | -8.1% | +185.5% | -193.6% | -9.3% |
| 6M | +11.5% | -64.8% | +76.3% | +11.7% |
| YTD | +11.4% | -61.1% | +72.5% | +11.4% |
| 1Y | +14.1% | +81.0% | -66.9% | +10.4% |
| All | +138.3% | +299.3% | -161.0% | +109.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling