+2,993.0%
PH vs CF
+5,948.3%
-2,955.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.0% | +0.8% |
| 7D | -3.1% | +6.0% | -9.1% | -4.9% |
| 30D | -3.2% | +14.8% | -18.1% | -7.7% |
| 3M | +10.6% | +14.1% | -3.5% | +5.1% |
| 6M | -2.1% | +28.5% | -30.7% | -13.0% |
| YTD | +10.2% | +74.9% | -64.8% | -11.8% |
| 1Y | +28.2% | +61.7% | -33.5% | +4.7% |
| 3Y | +134.9% | +80.3% | +54.6% | +79.7% |
| 5Y | +253.6% | +226.0% | +27.7% | +106.5% |
| 10Y | +804.7% | +569.9% | +234.9% | +299.1% |
| All | +2,993.0% | +5,948.3% | -2,955.3% | +523.1% |
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 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