+2,767.1%
PH vs CF
+5,277.9%
-2,510.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +6.2% | -8.1% | -3.8% |
| 7D | -3.9% | +0.4% | -4.3% | -4.3% |
| 30D | -9.4% | +2.2% | -11.6% | -10.4% |
| 3M | -10.3% | +2.1% | -12.4% | -11.8% |
| 6M | +2.7% | -6.5% | +9.2% | +2.7% |
| YTD | +2.1% | +55.6% | -53.4% | -15.7% |
| 1Y | +16.2% | +42.3% | -26.1% | -1.6% |
| 3Y | +129.3% | +55.7% | +73.5% | +83.0% |
| 5Y | +191.7% | +122.4% | +69.3% | +93.3% |
| 10Y | +759.2% | +568.5% | +190.7% | +278.8% |
| All | +2,767.1% | +5,277.9% | -2,510.8% | +495.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling