+141.2%
PH vs CGNX
+49.8%
+91.4%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.1% | -2.4% | +0.7% |
| 7D | -1.3% | +3.2% | -4.4% | -2.0% |
| 30D | -11.0% | +6.0% | -17.0% | -12.4% |
| 3M | +5.5% | +3.5% | +2.0% | +3.8% |
| 6M | +1.5% | +26.3% | -24.8% | -5.5% |
| YTD | +8.8% | +79.2% | -70.5% | -10.4% |
| 1Y | +24.5% | +43.8% | -19.3% | +9.2% |
| 3Y | +141.2% | +52.0% | +89.2% | +90.4% |
| All | +141.2% | +49.8% | +91.4% | +90.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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