+253.6%
PH vs CHRW
+83.1%
+170.6%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.4% |
| 7D | -3.1% | -1.4% | -1.7% | -2.8% |
| 30D | -3.2% | -3.5% | +0.2% | -2.7% |
| 3M | +10.6% | -19.4% | +30.0% | +14.6% |
| 6M | -2.1% | -21.4% | +19.2% | +1.7% |
| YTD | +10.2% | -7.1% | +17.3% | +9.7% |
| 1Y | +28.2% | +17.8% | +10.4% | +20.0% |
| 3Y | +134.9% | +78.8% | +56.1% | +95.0% |
| All | +253.6% | +83.1% | +170.6% | +186.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling