+5.3%
PH vs CF
-9.1%
+14.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.4% | +0.7% | -4.5% |
| 7D | -0.2% | -6.9% | +6.7% | -1.5% |
| 30D | -6.7% | -3.7% | -3.0% | -7.3% |
| 3M | -8.1% | -5.0% | -3.2% | -8.8% |
| 6M | +5.3% | -10.5% | +15.8% | +3.5% |
| All | +5.3% | -9.1% | +14.4% | +3.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling