+250.3%
PH vs MCO
+26.7%
+223.6%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -0.9% |
| 7D | -3.1% | -7.3% | +4.2% | +0.5% |
| 30D | -11.8% | -1.7% | -10.1% | -11.2% |
| 3M | +6.9% | +3.9% | +3.0% | +3.9% |
| 6M | -1.3% | +3.8% | -5.1% | -4.5% |
| YTD | +7.0% | -7.9% | +14.9% | +9.3% |
| 1Y | +23.1% | -6.8% | +30.0% | +24.3% |
| 3Y | +135.4% | +40.9% | +94.4% | +86.6% |
| 5Y | +250.3% | +27.5% | +222.8% | +179.6% |
| All | +250.3% | +26.7% | +223.6% | +179.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling