+696.1%
PH vs CNP
+145.0%
+551.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | +7.4% | +2.5% | +4.9% | +5.9% |
| 30D | +0.5% | +4.0% | -3.6% | -1.9% |
| 3M | -10.2% | +1.6% | -11.9% | -11.3% |
| 6M | +8.9% | -1.7% | +10.6% | +9.3% |
| YTD | +9.7% | +8.6% | +1.0% | +3.4% |
| 1Y | +12.8% | +5.8% | +7.0% | +7.9% |
| 3Y | +134.6% | +63.0% | +71.6% | +69.4% |
| 5Y | +204.5% | +74.7% | +129.9% | +106.7% |
| All | +696.1% | +145.0% | +551.1% | +308.0% |
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