+28.2%
PH vs CPB
-32.6%
+60.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.4% | +3.2% | -0.4% |
| 7D | -3.1% | -8.6% | +5.5% | -3.6% |
| 30D | -3.2% | -7.2% | +4.0% | -3.7% |
| 3M | +10.6% | +0.9% | +9.7% | +10.2% |
| 6M | -2.1% | -11.8% | +9.7% | -1.9% |
| YTD | +10.2% | -19.4% | +29.6% | +11.0% |
| 1Y | +28.2% | -30.4% | +58.6% | +31.4% |
| All | +28.2% | -32.6% | +60.8% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 1y: compounded portfolio wealth divided by compounded CPB 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…
1y analysis · Full analysis span regression · 6 months rolling