+4,635.4%
PH vs CHRW
+3,771.3%
+864.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -2.9% | -0.5% |
| 7D | +6.9% | -0.1% | +6.9% | +6.9% |
| 30D | +1.7% | -4.3% | +6.0% | +2.7% |
| 3M | -8.1% | -7.4% | -0.7% | -6.7% |
| 6M | +11.5% | -20.7% | +32.2% | +17.6% |
| YTD | +11.4% | -15.9% | +27.2% | +13.5% |
| 1Y | +14.1% | -9.9% | +24.0% | +13.3% |
| 3Y | +138.2% | +79.0% | +59.3% | +74.0% |
| 5Y | +216.0% | +61.3% | +154.7% | +135.3% |
| 10Y | +710.0% | +128.5% | +581.4% | +417.9% |
| All | +4,635.4% | +3,771.3% | +864.2% | +1,439.9% |
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 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