+792.3%
PH vs CHRW
+168.2%
+624.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.2% |
| 7D | +0.4% | +1.9% | -1.5% | -0.2% |
| 30D | -10.8% | +0.9% | -11.7% | -11.1% |
| 3M | +8.5% | -19.9% | +28.3% | +15.0% |
| 6M | +3.9% | -15.8% | +19.7% | +7.7% |
| YTD | +9.4% | -5.6% | +15.0% | +7.9% |
| 1Y | +26.8% | +21.0% | +5.8% | +12.8% |
| 3Y | +140.8% | +86.0% | +54.8% | +73.1% |
| 5Y | +253.8% | +88.6% | +165.2% | +143.0% |
| 10Y | +792.3% | +169.3% | +623.0% | +387.8% |
| All | +792.3% | +168.2% | +624.2% | +387.8% |
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