+141.2%
PH vs MCO
+42.6%
+98.6%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.0% |
| 7D | -1.3% | -3.8% | +2.5% | +0.4% |
| 30D | -11.0% | -0.4% | -10.6% | -10.9% |
| 3M | +5.5% | +7.7% | -2.2% | +1.0% |
| 6M | +1.5% | +7.0% | -5.5% | -3.1% |
| YTD | +8.8% | -6.4% | +15.2% | +11.1% |
| 1Y | +24.5% | -7.6% | +32.1% | +27.7% |
| 3Y | +141.2% | +43.2% | +97.9% | +76.7% |
| All | +141.2% | +42.6% | +98.6% | +76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 3y: compounded portfolio wealth divided by compounded MCO 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…
3y analysis · Full analysis span regression · 6 months rolling