+713.9%
PH vs CNP
+143.3%
+570.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.3% |
| 7D | +2.1% | -3.0% | +5.2% | +3.9% |
| 30D | +0.3% | +6.8% | -6.6% | -3.5% |
| 3M | -8.8% | +3.6% | -12.4% | -10.9% |
| 6M | +10.0% | 0.0% | +10.1% | +9.4% |
| YTD | +10.5% | +9.4% | +1.1% | +3.8% |
| 1Y | +15.5% | +6.8% | +8.7% | +9.9% |
| 3Y | +136.4% | +64.2% | +72.2% | +70.1% |
| 5Y | +213.6% | +76.0% | +137.6% | +112.0% |
| 10Y | +713.9% | +143.3% | +570.6% | +322.0% |
| All | +713.9% | +143.3% | +570.6% | +322.0% |
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