+22,018.4%
PH vs CP
+7,870.0%
+14,148.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.6% |
| 7D | -3.9% | +6.1% | -10.0% | -6.7% |
| 30D | -9.4% | +9.8% | -19.2% | -13.6% |
| 3M | -10.3% | +2.7% | -13.1% | -11.9% |
| 6M | +2.7% | +12.8% | -10.1% | -3.8% |
| YTD | +2.1% | +28.2% | -26.0% | -10.2% |
| 1Y | +16.2% | +34.1% | -17.9% | -0.1% |
| 3Y | +129.3% | +28.9% | +100.4% | +98.8% |
| 5Y | +191.7% | +27.1% | +164.7% | +152.9% |
| 10Y | +759.2% | +264.8% | +494.5% | +372.5% |
| All | +22,018.4% | +7,870.0% | +14,148.4% | +3,793.8% |
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