+703.5%
PH vs CG
+304.6%
+398.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.6% |
| 7D | +2.1% | +2.0% | +0.2% | +0.9% |
| 30D | +0.3% | +8.5% | -8.3% | -4.3% |
| 3M | -8.8% | -12.1% | +3.3% | -4.0% |
| 6M | +10.0% | -16.4% | +26.5% | +17.9% |
| YTD | +10.5% | -28.0% | +38.4% | +25.3% |
| 1Y | +15.5% | -18.9% | +34.4% | +23.0% |
| 3Y | +136.4% | +51.2% | +85.1% | +74.6% |
| 5Y | +213.6% | -15.9% | +229.4% | +199.4% |
| All | +703.5% | +304.6% | +398.9% | +274.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling