+132.9%
PH vs CNP
+60.3%
+72.7%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.7% | +1.1% | +2.5% |
| 7D | +2.0% | -4.2% | +6.2% | +2.9% |
| 30D | -3.7% | +5.5% | -9.2% | -4.7% |
| 3M | -14.0% | +0.6% | -14.6% | -14.2% |
| 6M | +2.1% | -2.8% | +5.0% | +2.6% |
| YTD | +5.1% | +7.9% | -2.8% | +2.9% |
| 1Y | +10.9% | +6.7% | +4.3% | +8.9% |
| 3Y | +132.9% | +61.1% | +71.8% | +102.3% |
| All | +132.9% | +60.3% | +72.7% | +102.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling