+15.5%
PH vs CF
+50.8%
-35.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.7% | +1.4% |
| 7D | +2.1% | +4.8% | -2.6% | +3.0% |
| 30D | +0.3% | +9.7% | -9.4% | +2.0% |
| 3M | -8.8% | +1.2% | -10.0% | -8.2% |
| 6M | +10.0% | +7.4% | +2.7% | +12.1% |
| YTD | +10.5% | +60.5% | -50.0% | +8.6% |
| 1Y | +15.5% | +50.7% | -35.2% | +14.7% |
| All | +15.5% | +50.8% | -35.3% | +14.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling