+710.0%
PH vs CF
+485.9%
+224.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.6% |
| 7D | +6.9% | +10.4% | -3.5% | +3.6% |
| 30D | +1.7% | +7.6% | -5.9% | -1.0% |
| 3M | -8.1% | +5.2% | -13.3% | -10.5% |
| 6M | +11.5% | -0.1% | +11.6% | +9.5% |
| YTD | +11.4% | +61.7% | -50.3% | -11.5% |
| 1Y | +14.1% | +50.3% | -36.2% | -7.0% |
| 3Y | +138.2% | +66.0% | +72.3% | +79.4% |
| 5Y | +216.0% | +114.5% | +101.5% | +90.1% |
| 10Y | +710.0% | +471.5% | +238.4% | +209.1% |
| All | +710.0% | +485.9% | +224.1% | +209.1% |
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