+23,761.0%
PH vs COO
+5,988.7%
+17,772.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | 0.0% |
| 7D | -3.1% | -2.2% | -0.8% | -2.8% |
| 30D | -3.2% | -7.0% | +3.8% | -2.6% |
| 3M | +10.6% | +12.2% | -1.6% | +9.2% |
| 6M | -2.1% | -15.1% | +13.0% | -0.6% |
| YTD | +10.2% | -15.1% | +25.3% | +11.9% |
| 1Y | +28.2% | +2.3% | +25.9% | +27.7% |
| 3Y | +134.9% | -23.7% | +158.6% | +139.7% |
| 5Y | +253.6% | -38.9% | +292.6% | +267.6% |
| 10Y | +804.7% | +49.9% | +754.8% | +776.7% |
| All | +23,761.0% | +5,988.7% | +17,772.3% | +19,260.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling