+22,650.5%
PH vs CMS
+463.7%
+22,186.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.1% | +5.0% | +3.5% |
| 7D | +2.0% | -1.3% | +3.3% | +2.4% |
| 30D | -3.7% | +6.3% | -10.0% | -5.7% |
| 3M | -14.0% | -2.1% | -12.0% | -13.7% |
| 6M | +2.1% | -5.1% | +7.2% | +3.4% |
| YTD | +5.1% | +1.3% | +3.8% | +4.0% |
| 1Y | +10.9% | -1.4% | +12.3% | +10.7% |
| 3Y | +132.9% | +36.9% | +96.0% | +107.3% |
| 5Y | +200.1% | +32.5% | +167.5% | +167.4% |
| 10Y | +783.8% | +126.8% | +657.0% | +564.8% |
| All | +22,650.5% | +463.7% | +22,186.8% | +10,819.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling