+132.9%
PH vs CF
+57.7%
+75.2%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.2% | +2.9% |
| 7D | +2.0% | -3.2% | +5.2% | +2.0% |
| 30D | -3.7% | +4.3% | -8.0% | -3.7% |
| 3M | -14.0% | +2.8% | -16.8% | -14.2% |
| 6M | +2.1% | +0.6% | +1.5% | +1.9% |
| YTD | +5.1% | +56.6% | -51.6% | -3.9% |
| 1Y | +10.9% | +49.6% | -38.7% | +2.2% |
| 3Y | +132.9% | +61.5% | +71.5% | +98.0% |
| All | +132.9% | +57.7% | +75.2% | +98.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling