+792.3%
PH vs CPB
-45.7%
+838.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -0.9% |
| 7D | +0.4% | -8.2% | +8.6% | +1.2% |
| 30D | -10.8% | -5.6% | -5.2% | -10.4% |
| 3M | +8.5% | +3.0% | +5.5% | +7.7% |
| 6M | +3.9% | -12.7% | +16.6% | +5.1% |
| YTD | +9.4% | -18.0% | +27.4% | +11.3% |
| 1Y | +26.8% | -31.7% | +58.5% | +31.7% |
| 3Y | +140.8% | -41.0% | +181.8% | +151.7% |
| 5Y | +253.8% | -38.4% | +292.2% | +265.5% |
| 10Y | +792.3% | -45.0% | +837.3% | +840.2% |
| All | +792.3% | -45.7% | +838.0% | +840.2% |
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