+871.7%
PH vs CFG
+347.0%
+524.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.9% | +3.8% | +3.4% |
| 7D | +2.0% | -0.9% | +2.9% | +2.4% |
| 30D | -3.7% | +1.1% | -4.7% | -4.4% |
| 3M | -14.0% | -12.0% | -2.0% | -8.1% |
| 6M | +2.1% | -2.2% | +4.3% | +2.6% |
| YTD | +5.1% | +11.4% | -6.3% | -2.2% |
| 1Y | +10.9% | +27.8% | -16.9% | -4.5% |
| 3Y | +132.9% | +173.3% | -40.4% | +28.3% |
| 5Y | +200.1% | +62.4% | +137.6% | +112.9% |
| 10Y | +783.8% | +249.6% | +534.2% | +271.5% |
| All | +871.7% | +347.0% | +524.7% | +255.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling