+253.6%
PH vs CFG
+101.4%
+152.3%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -3.1% | +1.5% | -4.6% | -3.8% |
| 30D | -3.2% | -3.8% | +0.6% | -1.3% |
| 3M | +10.6% | +11.5% | -0.9% | +4.1% |
| 6M | -2.1% | +19.2% | -21.3% | -11.0% |
| YTD | +10.2% | +23.7% | -13.5% | -2.2% |
| 1Y | +28.2% | +38.8% | -10.6% | +6.7% |
| 3Y | +134.9% | +178.9% | -44.0% | +35.2% |
| All | +253.6% | +101.4% | +152.3% | +130.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling