+132.9%
PH vs CPB
-36.0%
+168.9%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.3% | +4.1% | +2.8% |
| 7D | +2.0% | +8.0% | -6.0% | +2.4% |
| 30D | -3.7% | +22.4% | -26.1% | -2.8% |
| 3M | -14.0% | +2.5% | -16.6% | -13.5% |
| 6M | +2.1% | +12.2% | -10.1% | +2.6% |
| YTD | +5.1% | -12.8% | +17.9% | +6.4% |
| 1Y | +10.9% | -19.2% | +30.1% | +12.8% |
| 3Y | +132.9% | -35.6% | +168.5% | +135.5% |
| All | +132.9% | -36.0% | +168.9% | +135.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling