+253.6%
PH vs CSGP
-64.7%
+318.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | +0.3% |
| 7D | -3.1% | -4.1% | +1.0% | -2.2% |
| 30D | -3.2% | +2.3% | -5.6% | -4.1% |
| 3M | +10.6% | -8.2% | +18.8% | +11.9% |
| 6M | -2.1% | -35.1% | +32.9% | +8.5% |
| YTD | +10.2% | -54.0% | +64.2% | +34.3% |
| 1Y | +28.2% | -65.3% | +93.5% | +71.4% |
| 3Y | +134.9% | -62.6% | +197.4% | +198.1% |
| All | +253.6% | -64.7% | +318.4% | +335.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling