+800.1%
PH vs CP
+222.0%
+578.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.4% |
| 7D | -3.1% | -2.7% | -0.4% | -1.2% |
| 30D | -3.2% | +0.2% | -3.4% | -3.6% |
| 3M | +10.6% | +2.6% | +8.0% | +8.0% |
| 6M | -2.1% | +6.0% | -8.1% | -6.9% |
| YTD | +10.2% | +24.9% | -14.7% | -7.2% |
| 1Y | +28.2% | +20.1% | +8.1% | +10.7% |
| 3Y | +134.9% | +16.4% | +118.5% | +102.4% |
| 5Y | +253.6% | +31.7% | +221.9% | +168.2% |
| All | +800.1% | +222.0% | +578.1% | +264.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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