+191.7%
PH vs CSGP
-62.1%
+253.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.3% | -1.7% |
| 7D | -3.9% | +13.9% | -17.8% | -6.4% |
| 30D | -9.4% | +16.0% | -25.4% | -13.0% |
| 3M | -10.3% | +6.1% | -16.4% | -12.6% |
| 6M | +2.7% | -8.2% | +10.8% | +3.0% |
| YTD | +2.1% | -52.3% | +54.5% | +22.5% |
| 1Y | +16.2% | -54.5% | +70.7% | +41.2% |
| 3Y | +129.3% | -58.6% | +187.9% | +180.2% |
| 5Y | +191.7% | -61.5% | +253.2% | +274.7% |
| All | +191.7% | -62.1% | +253.8% | +274.7% |
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