+154.0%
PH vs CART
+39.2%
+114.8%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +2.1% | +0.3% | +1.9% | +2.1% |
| 30D | +0.3% | +22.4% | -22.2% | -1.6% |
| 3M | -8.8% | +15.6% | -24.5% | -10.2% |
| 6M | +10.0% | +44.9% | -34.9% | +5.7% |
| YTD | +10.5% | +30.0% | -19.5% | +7.1% |
| 1Y | +15.5% | +56.6% | -41.1% | +8.8% |
| 3Y | +136.4% | +131.9% | +4.4% | +110.0% |
| All | +154.0% | +39.2% | +114.8% | +121.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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