+4,367.2%
PH vs CHRW
+3,527.3%
+839.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.3% | +5.2% | +3.7% |
| 7D | +2.0% | +0.6% | +1.4% | +1.7% |
| 30D | -3.7% | -7.3% | +3.6% | -1.7% |
| 3M | -14.0% | -14.2% | +0.1% | -10.3% |
| 6M | +2.1% | -25.1% | +27.2% | +9.8% |
| YTD | +5.1% | -21.2% | +26.2% | +9.5% |
| 1Y | +10.9% | -14.2% | +25.1% | +12.0% |
| 3Y | +132.9% | +63.5% | +69.4% | +75.7% |
| 5Y | +200.1% | +49.6% | +150.5% | +129.5% |
| 10Y | +783.8% | +129.4% | +654.4% | +464.0% |
| All | +4,367.2% | +3,527.3% | +839.9% | +1,386.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling