+5,386.4%
PH vs CSGP
+3,461.1%
+1,925.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.3% | -1.6% |
| 7D | -3.9% | +13.9% | -17.8% | -6.5% |
| 30D | -9.4% | +16.0% | -25.4% | -12.8% |
| 3M | -10.3% | +6.1% | -16.4% | -12.5% |
| 6M | +2.7% | -8.2% | +10.8% | +2.3% |
| YTD | +2.1% | -52.3% | +54.5% | +15.4% |
| 1Y | +16.2% | -54.5% | +70.7% | +32.4% |
| 3Y | +129.3% | -58.6% | +187.9% | +163.6% |
| 5Y | +191.7% | -61.5% | +253.2% | +235.8% |
| 10Y | +759.2% | +74.7% | +684.6% | +640.7% |
| All | +5,386.4% | +3,461.1% | +1,925.3% | +3,290.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling