+253.6%
PH vs COO
-38.8%
+292.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.4% |
| 7D | -3.1% | -2.2% | -0.8% | -2.2% |
| 30D | -3.2% | -7.0% | +3.8% | -0.7% |
| 3M | +10.6% | +12.2% | -1.6% | +4.9% |
| 6M | -2.1% | -15.1% | +13.0% | +3.8% |
| YTD | +10.2% | -15.1% | +25.3% | +16.7% |
| 1Y | +28.2% | +2.3% | +25.9% | +25.4% |
| 3Y | +134.9% | -23.7% | +158.6% | +150.0% |
| All | +253.6% | -38.8% | +292.4% | +296.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling