+141.0%
PH vs CAPR
+40.5%
+100.5%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.2% |
| 7D | -3.1% | -2.0% | -1.1% | -3.1% |
| 30D | -3.2% | +139.2% | -142.4% | -4.2% |
| 3M | +10.6% | -66.4% | +77.0% | +11.0% |
| 6M | -2.1% | -63.1% | +61.0% | -1.9% |
| YTD | +10.2% | -67.4% | +77.6% | +10.6% |
| 1Y | +28.2% | +58.2% | -30.0% | +23.6% |
| All | +141.0% | +40.5% | +100.5% | +115.1% |
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