+23,060.7%
PH vs CGNX
+12,360.6%
+10,700.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | -3.1% | +1.5% | -4.6% | -3.4% |
| 30D | -11.8% | -1.8% | -10.0% | -11.6% |
| 3M | +6.9% | +5.3% | +1.7% | +5.1% |
| 6M | -1.3% | +22.3% | -23.6% | -6.3% |
| YTD | +7.0% | +72.2% | -65.2% | -7.2% |
| 1Y | +23.1% | +39.8% | -16.7% | +11.0% |
| 3Y | +135.4% | +44.8% | +90.6% | +106.6% |
| 5Y | +250.3% | -27.0% | +277.4% | +247.7% |
| 10Y | +798.0% | +177.7% | +620.3% | +582.6% |
| All | +23,060.7% | +12,360.6% | +10,700.1% | +9,234.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling