+204.5%
PH vs CFG
+61.9%
+142.6%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.1% |
| 7D | +7.4% | +1.6% | +5.7% | +6.5% |
| 30D | +0.5% | +3.3% | -2.8% | -1.3% |
| 3M | -10.2% | -11.5% | +1.3% | -4.6% |
| 6M | +8.9% | +6.2% | +2.7% | +4.8% |
| YTD | +9.7% | +14.3% | -4.6% | +1.1% |
| 1Y | +12.8% | +26.7% | -13.9% | -1.6% |
| 3Y | +134.6% | +187.8% | -53.2% | +32.6% |
| 5Y | +204.5% | +61.3% | +143.2% | +127.1% |
| All | +204.5% | +61.9% | +142.6% | +127.1% |
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