+713.9%
PH vs CPB
-40.9%
+754.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.0% |
| 7D | +2.1% | +2.9% | -0.7% | +1.9% |
| 30D | +0.3% | +17.6% | -17.3% | -1.2% |
| 3M | -8.8% | +2.0% | -10.9% | -9.1% |
| 6M | +10.0% | +11.6% | -1.6% | +8.5% |
| YTD | +10.5% | -13.8% | +24.2% | +11.8% |
| 1Y | +15.5% | -21.6% | +37.1% | +18.2% |
| 3Y | +136.4% | -35.8% | +172.2% | +144.7% |
| 5Y | +213.6% | -33.3% | +246.9% | +221.1% |
| 10Y | +713.9% | -39.4% | +753.3% | +713.9% |
| All | +713.9% | -40.9% | +754.8% | +713.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling