+737.3%
PH vs CNP
+142.6%
+594.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.4% | +3.9% | +4.0% |
| 7D | +3.0% | -4.3% | +7.4% | +5.6% |
| 30D | -0.6% | +5.7% | -6.3% | -3.8% |
| 3M | -10.7% | +0.9% | -11.7% | -11.4% |
| 6M | +9.1% | -1.1% | +10.1% | +9.1% |
| YTD | +9.5% | +8.3% | +1.2% | +3.5% |
| 1Y | +14.0% | +5.9% | +8.1% | +9.0% |
| 3Y | +138.9% | +64.6% | +74.2% | +71.5% |
| 5Y | +209.1% | +74.6% | +134.6% | +109.9% |
| 10Y | +737.3% | +139.8% | +597.4% | +346.9% |
| All | +737.3% | +142.6% | +594.7% | +346.9% |
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