+14.5%
PH vs COO
-8.8%
+23.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.5% | +1.7% | +3.8% |
| 7D | +3.0% | +4.3% | -1.2% | +2.2% |
| 30D | -0.6% | +17.6% | -18.2% | -4.1% |
| 3M | -10.7% | -13.9% | +3.1% | -7.0% |
| 6M | +9.1% | +6.6% | +2.5% | +4.1% |
| YTD | +9.5% | -22.0% | +31.5% | +19.5% |
| All | +14.5% | -8.8% | +23.3% | +20.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling