+797.8%
PH vs CPAY
+155.2%
+642.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | -1.3% | -2.0% | +0.7% | -0.3% |
| 30D | -11.0% | -0.4% | -10.6% | -11.0% |
| 3M | +5.5% | +16.4% | -10.8% | -3.5% |
| 6M | +1.5% | +23.5% | -22.1% | -11.5% |
| YTD | +8.8% | +35.7% | -26.9% | -11.5% |
| 1Y | +24.5% | +30.2% | -5.7% | +3.2% |
| 3Y | +141.2% | +49.7% | +91.4% | +80.2% |
| 5Y | +256.3% | +56.6% | +199.7% | +152.5% |
| All | +797.8% | +155.2% | +642.7% | +412.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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