+134.5%
PH vs CNP
+64.0%
+70.6%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | +4.3% | +1.3% | +3.0% | +4.1% |
| 30D | +0.1% | +3.8% | -3.7% | -0.6% |
| 3M | -9.4% | +2.4% | -11.7% | -9.8% |
| 6M | +8.8% | -1.2% | +9.9% | +8.9% |
| YTD | +9.6% | +9.3% | +0.4% | +7.1% |
| 1Y | +14.4% | +6.4% | +8.0% | +12.5% |
| 3Y | +134.5% | +66.4% | +68.2% | +100.4% |
| All | +134.5% | +64.0% | +70.6% | +100.4% |
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