+696.1%
PH vs CHRW
+128.5%
+567.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.7% |
| 7D | +7.4% | +4.7% | +2.6% | +5.8% |
| 30D | +0.5% | -2.6% | +3.1% | +0.8% |
| 3M | -10.2% | -8.0% | -2.3% | -8.9% |
| 6M | +8.9% | -19.0% | +27.9% | +13.3% |
| YTD | +9.7% | -15.5% | +25.1% | +10.8% |
| 1Y | +12.8% | -10.8% | +23.6% | +11.8% |
| 3Y | +134.6% | +79.8% | +54.8% | +67.1% |
| 5Y | +204.5% | +59.3% | +145.3% | +122.2% |
| All | +696.1% | +128.5% | +567.6% | +376.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 10y: compounded portfolio wealth divided by compounded CHRW 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…
10y analysis · Full analysis span regression · 6 months rolling