+209.7%
PH vs CHRW
+58.8%
+150.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +4.3% | +7.3% | -2.9% | +3.0% |
| 30D | +0.1% | -3.6% | +3.7% | +0.5% |
| 3M | -9.4% | -9.6% | +0.2% | -8.2% |
| 6M | +8.8% | -17.0% | +25.8% | +10.8% |
| YTD | +9.6% | -15.4% | +25.0% | +10.4% |
| 1Y | +14.4% | -10.0% | +24.4% | +13.7% |
| 3Y | +134.5% | +82.2% | +52.4% | +89.2% |
| All | +209.7% | +58.8% | +150.9% | +158.9% |
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