+747.9%
PH vs CP
+253.8%
+494.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.7% | +4.6% | +4.0% |
| 7D | +2.0% | +2.8% | -0.8% | -0.1% |
| 30D | -3.7% | +10.2% | -13.9% | -10.5% |
| 3M | -14.0% | +2.4% | -16.4% | -16.0% |
| 6M | +2.1% | +7.7% | -5.6% | -4.4% |
| YTD | +5.1% | +26.0% | -20.9% | -12.6% |
| 1Y | +10.9% | +34.6% | -23.7% | -12.0% |
| 3Y | +132.9% | +26.7% | +106.3% | +87.1% |
| 5Y | +200.1% | +24.9% | +175.2% | +136.9% |
| All | +747.9% | +253.8% | +494.1% | +226.9% |
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