+11,537.6%
PH vs MCO
+7,504.3%
+4,033.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | +0.4% |
| 7D | +0.4% | -2.7% | +3.1% | +1.5% |
| 30D | -10.8% | +0.9% | -11.8% | -11.3% |
| 3M | +8.5% | +8.7% | -0.2% | +4.0% |
| 6M | +3.9% | +2.4% | +1.5% | +1.7% |
| YTD | +9.4% | -5.2% | +14.6% | +9.7% |
| 1Y | +26.8% | -4.4% | +31.2% | +26.2% |
| 3Y | +140.8% | +45.1% | +95.7% | +100.8% |
| 5Y | +253.8% | +31.5% | +222.3% | +203.2% |
| 10Y | +792.3% | +380.7% | +411.6% | +363.6% |
| All | +11,537.6% | +7,504.3% | +4,033.3% | +2,249.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling