+792.3%
PH vs CNP
+135.4%
+657.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.3% |
| 7D | +0.4% | +1.6% | -1.2% | -0.5% |
| 30D | -10.8% | -0.8% | -10.0% | -10.5% |
| 3M | +8.5% | -3.6% | +12.0% | +10.3% |
| 6M | +3.9% | -6.9% | +10.9% | +7.4% |
| YTD | +9.4% | +6.4% | +3.0% | +4.6% |
| 1Y | +26.8% | +9.9% | +16.8% | +18.7% |
| 3Y | +140.8% | +53.1% | +87.7% | +81.0% |
| 5Y | +253.8% | +72.0% | +181.8% | +142.9% |
| 10Y | +792.3% | +131.5% | +660.8% | +352.9% |
| All | +792.3% | +135.4% | +657.0% | +352.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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