+747.9%
PH vs CSGP
+63.3%
+684.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.7% | +7.5% | +4.2% |
| 7D | +2.0% | +1.3% | +0.7% | +1.4% |
| 30D | -3.7% | +10.7% | -14.4% | -8.0% |
| 3M | -14.0% | +3.3% | -17.3% | -16.7% |
| 6M | +2.1% | -10.3% | +12.4% | +2.3% |
| YTD | +5.1% | -54.6% | +59.6% | +31.4% |
| 1Y | +10.9% | -54.6% | +65.6% | +38.5% |
| 3Y | +132.9% | -60.3% | +193.3% | +197.3% |
| 5Y | +200.1% | -63.3% | +263.4% | +283.8% |
| All | +747.9% | +63.3% | +684.6% | +655.9% |
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