+1,308.6%
PH vs CG
+351.2%
+957.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.5% |
| 7D | -3.1% | -4.3% | +1.3% | -1.2% |
| 30D | -3.2% | -5.1% | +1.8% | -1.4% |
| 3M | +10.6% | +8.7% | +1.9% | +5.8% |
| 6M | -2.1% | -9.2% | +7.1% | +0.7% |
| YTD | +10.2% | -18.9% | +29.0% | +18.0% |
| 1Y | +28.2% | -25.6% | +53.9% | +41.9% |
| 3Y | +134.9% | +57.3% | +77.6% | +80.8% |
| 5Y | +253.6% | +10.2% | +243.5% | +203.4% |
| 10Y | +804.7% | +364.2% | +440.5% | +350.6% |
| All | +1,308.6% | +351.2% | +957.4% | +606.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling