+812.6%
PH vs CG
+324.5%
+488.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.3% | +1.3% |
| 7D | 0.0% | -6.4% | +6.4% | +3.2% |
| 30D | -10.3% | -7.1% | -3.2% | -7.4% |
| 3M | +5.1% | -1.6% | +6.6% | +4.9% |
| 6M | +2.3% | -8.3% | +10.6% | +4.8% |
| YTD | +8.7% | -23.8% | +32.5% | +20.8% |
| 1Y | +26.8% | -28.7% | +55.5% | +44.7% |
| 3Y | +139.2% | +49.2% | +90.0% | +79.7% |
| 5Y | +251.1% | +5.5% | +245.6% | +197.7% |
| 10Y | +812.6% | +331.2% | +481.3% | +317.0% |
| All | +812.6% | +324.5% | +488.1% | +317.0% |
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