+806.9%
PH vs CF
+569.3%
+237.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.0% | +0.8% |
| 7D | -3.1% | +6.0% | -9.1% | -5.0% |
| 30D | -3.2% | +14.8% | -18.1% | -7.8% |
| 3M | +10.6% | +14.1% | -3.5% | +4.9% |
| 6M | -2.1% | +28.5% | -30.7% | -13.9% |
| YTD | +10.2% | +74.9% | -64.8% | -13.9% |
| 1Y | +28.2% | +61.7% | -33.5% | +2.5% |
| 3Y | +134.9% | +80.3% | +54.6% | +73.0% |
| 5Y | +253.6% | +226.0% | +27.7% | +76.7% |
| All | +806.9% | +569.3% | +237.5% | +235.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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