+216.0%
PH vs CMS
+34.1%
+181.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | +6.9% | -1.1% | +8.0% | +7.2% |
| 30D | +1.7% | +6.6% | -4.9% | -0.1% |
| 3M | -8.1% | +0.8% | -9.0% | -8.4% |
| 6M | +11.5% | -3.3% | +14.8% | +12.1% |
| YTD | +11.4% | +2.7% | +8.6% | +10.0% |
| 1Y | +14.1% | -4.0% | +18.1% | +14.8% |
| 3Y | +138.2% | +37.6% | +100.6% | +110.0% |
| 5Y | +216.0% | +35.4% | +180.5% | +180.5% |
| All | +216.0% | +34.1% | +181.9% | +180.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling