+28.2%
PH vs CG
-24.3%
+52.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.2% |
| 7D | -3.1% | -4.3% | +1.3% | -2.1% |
| 30D | -3.2% | -5.1% | +1.8% | -2.2% |
| 3M | +10.6% | +8.7% | +1.9% | +7.9% |
| 6M | -2.1% | -9.2% | +7.1% | -0.6% |
| YTD | +10.2% | -18.9% | +29.0% | +14.9% |
| 1Y | +28.2% | -25.6% | +53.9% | +35.8% |
| All | +28.2% | -24.3% | +52.5% | +35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 1y: compounded portfolio wealth divided by compounded CG 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…
1y analysis · Full analysis span regression · 6 months rolling