+540.5%
PH vs CLBK
+63.6%
+476.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | +6.9% | +2.2% | +4.7% | +5.8% |
| 30D | +1.7% | +5.0% | -3.3% | -0.9% |
| 3M | -8.1% | +3.3% | -11.4% | -10.0% |
| 6M | +11.5% | +29.6% | -18.1% | -3.2% |
| YTD | +11.4% | +62.1% | -50.8% | -14.5% |
| 1Y | +14.1% | +64.3% | -50.2% | -13.2% |
| 3Y | +138.2% | +55.6% | +82.6% | +77.8% |
| 5Y | +216.0% | +29.3% | +186.7% | +139.7% |
| All | +540.5% | +63.6% | +476.9% | +329.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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