+737.3%
PH vs CMS
+127.7%
+609.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.5% | +3.7% | +4.0% |
| 7D | +3.0% | -0.9% | +4.0% | +3.4% |
| 30D | -0.6% | +7.1% | -7.7% | -3.5% |
| 3M | -10.7% | -1.3% | -9.5% | -10.5% |
| 6M | +9.1% | -2.7% | +11.7% | +9.7% |
| YTD | +9.5% | +2.6% | +6.9% | +7.4% |
| 1Y | +14.0% | -2.0% | +16.0% | +14.0% |
| 3Y | +138.9% | +39.6% | +99.3% | +100.3% |
| 5Y | +209.1% | +35.3% | +173.8% | +158.0% |
| 10Y | +737.3% | +132.3% | +605.0% | +606.4% |
| All | +737.3% | +127.7% | +609.6% | +606.4% |
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