+710.0%
PH vs CFG
+224.4%
+485.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.3% |
| 7D | +6.9% | -0.8% | +7.7% | +7.4% |
| 30D | +1.7% | +3.1% | -1.5% | -0.2% |
| 3M | -8.1% | -9.7% | +1.6% | -3.0% |
| 6M | +11.5% | +6.7% | +4.8% | +6.7% |
| YTD | +11.4% | +15.2% | -3.8% | +1.6% |
| 1Y | +14.1% | +28.8% | -14.7% | -2.4% |
| 3Y | +138.2% | +190.1% | -51.8% | +25.3% |
| 5Y | +216.0% | +63.4% | +152.6% | +122.1% |
| 10Y | +710.0% | +219.8% | +490.2% | +257.5% |
| All | +710.0% | +224.4% | +485.5% | +257.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 10y: compounded portfolio wealth divided by compounded CFG 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…
10y analysis · Full analysis span regression · 6 months rolling