+249.6%
PH vs CGNX
-25.4%
+275.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.1% | -2.4% | +0.6% |
| 7D | -1.3% | +3.2% | -4.4% | -2.1% |
| 30D | -11.0% | +6.0% | -17.0% | -12.6% |
| 3M | +5.5% | +3.5% | +2.0% | +3.5% |
| 6M | +1.5% | +26.3% | -24.8% | -6.6% |
| YTD | +8.8% | +79.2% | -70.5% | -12.6% |
| 1Y | +24.5% | +43.8% | -19.3% | +6.7% |
| 3Y | +141.2% | +52.0% | +89.2% | +91.6% |
| All | +249.6% | -25.4% | +275.0% | +225.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling