+713.9%
PH vs CMS
+134.3%
+579.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | +2.1% | +0.5% | +1.6% | +1.9% |
| 30D | +0.3% | +7.4% | -7.1% | -2.8% |
| 3M | -8.8% | +1.9% | -10.7% | -9.7% |
| 6M | +10.0% | -2.3% | +12.4% | +10.5% |
| YTD | +10.5% | +3.0% | +7.5% | +8.2% |
| 1Y | +15.5% | -2.8% | +18.3% | +15.9% |
| 3Y | +136.4% | +37.9% | +98.4% | +99.2% |
| 5Y | +213.6% | +34.0% | +179.6% | +162.8% |
| 10Y | +713.9% | +138.1% | +575.8% | +569.7% |
| All | +713.9% | +134.3% | +579.6% | +569.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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