+209.7%
PH vs CAPR
+172.3%
+37.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.9% | +6.9% | +0.1% |
| 7D | +4.3% | +5.9% | -1.5% | +4.2% |
| 30D | +0.1% | +44.6% | -44.5% | -0.4% |
| 3M | -9.4% | +126.4% | -135.7% | -10.6% |
| 6M | +8.8% | -68.6% | +77.3% | +9.2% |
| YTD | +9.6% | -67.0% | +76.6% | +9.9% |
| 1Y | +14.4% | +65.2% | -50.7% | +9.3% |
| 3Y | +134.5% | +235.6% | -101.0% | +103.2% |
| All | +209.7% | +172.3% | +37.4% | +165.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling