+132.9%
PH vs CG
+47.3%
+85.6%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.7% | +3.5% | +3.1% |
| 7D | +2.0% | -1.2% | +3.2% | +2.3% |
| 30D | -3.7% | +5.0% | -8.7% | -6.1% |
| 3M | -14.0% | -18.2% | +4.2% | -7.4% |
| 6M | +2.1% | -20.7% | +22.8% | +10.9% |
| YTD | +5.1% | -31.4% | +36.5% | +20.2% |
| 1Y | +10.9% | -22.3% | +33.2% | +19.1% |
| 3Y | +132.9% | +50.2% | +82.8% | +102.7% |
| All | +132.9% | +47.3% | +85.6% | +102.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling