+22,650.5%
PH vs CP
+7,734.8%
+14,915.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.7% | +4.6% | +3.7% |
| 7D | +2.0% | +2.8% | -0.8% | +0.6% |
| 30D | -3.7% | +10.2% | -13.9% | -8.4% |
| 3M | -14.0% | +2.4% | -16.4% | -15.4% |
| 6M | +2.1% | +7.7% | -5.6% | -2.2% |
| YTD | +5.1% | +26.0% | -20.9% | -6.9% |
| 1Y | +10.9% | +34.6% | -23.7% | -4.8% |
| 3Y | +132.9% | +26.7% | +106.3% | +103.6% |
| 5Y | +200.1% | +24.9% | +175.2% | +162.1% |
| 10Y | +783.8% | +258.6% | +525.2% | +389.9% |
| All | +22,650.5% | +7,734.8% | +14,915.7% | +3,936.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling