-37.7%
CAG vs PHM
+568.1%
-605.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -0.9% |
| 7D | -5.7% | -5.0% | -0.7% | -5.0% |
| 30D | -2.4% | -8.4% | +6.0% | -1.1% |
| 3M | +9.8% | -4.4% | +14.2% | +10.4% |
| 6M | -10.8% | -3.7% | -7.1% | -10.6% |
| YTD | -10.8% | +1.3% | -12.1% | -11.2% |
| 1Y | -19.0% | -14.0% | -4.9% | -17.5% |
| 3Y | -39.7% | +48.1% | -87.8% | -43.6% |
| 5Y | -43.0% | +158.8% | -201.8% | -51.4% |
| All | -37.7% | +568.1% | -605.8% | -50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 10y: compounded portfolio wealth divided by compounded PHM 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…
10y analysis · Full analysis span regression · 6 months rolling