+713.9%
PH vs CP
+255.2%
+458.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.1% |
| 7D | +2.1% | +2.8% | -0.7% | 0.0% |
| 30D | +0.3% | +11.0% | -10.8% | -7.2% |
| 3M | -8.8% | +3.8% | -12.7% | -11.8% |
| 6M | +10.0% | +9.5% | +0.6% | +1.9% |
| YTD | +10.5% | +28.2% | -17.7% | -9.1% |
| 1Y | +15.5% | +33.0% | -17.4% | -7.4% |
| 3Y | +136.4% | +35.5% | +100.8% | +80.9% |
| 5Y | +213.6% | +25.8% | +187.8% | +146.9% |
| 10Y | +713.9% | +250.7% | +463.2% | +215.7% |
| All | +713.9% | +255.2% | +458.7% | +215.7% |
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