+253.8%
PH vs CG
+9.5%
+244.3%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | +0.2% |
| 7D | +0.4% | -1.3% | +1.7% | +0.9% |
| 30D | -10.8% | -3.2% | -7.6% | -9.8% |
| 3M | +8.5% | +6.2% | +2.2% | +4.8% |
| 6M | +3.9% | -4.7% | +8.6% | +4.5% |
| YTD | +9.4% | -20.6% | +30.0% | +18.4% |
| 1Y | +26.8% | -26.4% | +53.2% | +41.2% |
| 3Y | +140.8% | +55.4% | +85.4% | +84.9% |
| 5Y | +253.8% | +9.8% | +244.0% | +204.5% |
| All | +253.8% | +9.5% | +244.3% | +204.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling