+806.9%
PH vs CSGP
+45.2%
+761.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | +0.6% |
| 7D | -3.1% | -4.1% | +1.0% | -1.8% |
| 30D | -3.2% | +2.3% | -5.6% | -4.5% |
| 3M | +10.6% | -8.2% | +18.8% | +12.1% |
| 6M | -2.1% | -35.1% | +32.9% | +10.9% |
| YTD | +10.2% | -54.0% | +64.2% | +39.6% |
| 1Y | +28.2% | -65.3% | +93.5% | +80.1% |
| 3Y | +134.9% | -62.6% | +197.4% | +211.6% |
| 5Y | +253.6% | -64.8% | +318.5% | +366.7% |
| All | +806.9% | +45.2% | +761.6% | +681.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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