+253.6%
PH vs CMS
+23.4%
+230.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -3.1% | +0.4% | -3.4% | -3.2% |
| 30D | -3.2% | -3.6% | +0.4% | -2.4% |
| 3M | +10.6% | -1.9% | +12.5% | +10.9% |
| 6M | -2.1% | -11.0% | +8.8% | +0.6% |
| YTD | +10.2% | +0.2% | +10.0% | +9.6% |
| 1Y | +28.2% | -1.3% | +29.5% | +27.9% |
| 3Y | +134.9% | +35.9% | +98.9% | +108.5% |
| All | +253.6% | +23.4% | +230.2% | +219.4% |
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 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