-19.0%
CAG vs PHM
-12.7%
-6.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -1.2% |
| 7D | -5.7% | -5.0% | -0.7% | -4.2% |
| 30D | -2.4% | -8.4% | +6.0% | +0.2% |
| 3M | +9.8% | -4.4% | +14.2% | +11.0% |
| 6M | -10.8% | -3.7% | -7.1% | -10.1% |
| YTD | -10.8% | +1.3% | -12.1% | -12.0% |
| 1Y | -19.0% | -14.0% | -4.9% | -15.7% |
| All | -19.0% | -12.7% | -6.3% | -15.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling