+22,650.5%
PH vs COO
+5,356.1%
+17,294.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.8% | +4.7% | +3.0% |
| 7D | +2.0% | +4.7% | -2.7% | +1.5% |
| 30D | -3.7% | +13.9% | -17.6% | -5.0% |
| 3M | -14.0% | -14.9% | +0.9% | -12.8% |
| 6M | +2.1% | +2.0% | +0.1% | +1.5% |
| YTD | +5.1% | -23.9% | +29.0% | +7.6% |
| 1Y | +10.9% | -9.6% | +20.6% | +11.6% |
| 3Y | +132.9% | -25.4% | +158.4% | +137.9% |
| 5Y | +200.1% | -41.2% | +241.3% | +212.6% |
| 10Y | +783.8% | +42.1% | +741.7% | +760.5% |
| All | +22,650.5% | +5,356.1% | +17,294.4% | +18,518.9% |
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 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