+737.3%
PH vs COO
+40.7%
+696.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.5% | +1.7% | +3.1% |
| 7D | +3.0% | +4.3% | -1.2% | +0.9% |
| 30D | -0.6% | +17.6% | -18.2% | -8.3% |
| 3M | -10.7% | -13.9% | +3.1% | -5.6% |
| 6M | +9.1% | +6.6% | +2.5% | +3.2% |
| YTD | +9.5% | -22.0% | +31.5% | +20.6% |
| 1Y | +14.0% | -8.8% | +22.8% | +15.9% |
| 3Y | +138.9% | -21.5% | +160.4% | +149.0% |
| 5Y | +209.1% | -41.0% | +250.1% | +268.2% |
| 10Y | +737.3% | +40.9% | +696.4% | +648.2% |
| All | +737.3% | +40.7% | +696.6% | +648.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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