+209.0%
PH vs CP
+25.5%
+183.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.2% | 0.0% |
| 7D | +4.1% | +2.1% | +2.0% | +3.0% |
| 30D | -0.1% | +9.3% | -9.4% | -5.2% |
| 3M | -9.6% | +0.5% | -10.0% | -10.2% |
| 6M | +8.5% | +10.4% | -1.9% | +1.6% |
| YTD | +9.4% | +28.7% | -19.3% | -6.6% |
| 1Y | +14.2% | +33.2% | -19.0% | -4.5% |
| 3Y | +134.0% | +38.4% | +95.6% | +86.4% |
| All | +209.0% | +25.5% | +183.5% | +150.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling