+585.0%
CAG vs PHM
+10,944.2%
-10,359.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | 0.0% | -0.9% |
| 7D | -6.6% | -3.9% | -2.8% | -6.2% |
| 30D | +2.3% | -8.6% | +10.9% | +3.4% |
| 3M | +16.3% | -2.9% | +19.2% | +16.6% |
| 6M | -16.0% | -5.7% | -10.3% | -15.6% |
| YTD | -7.7% | +1.9% | -9.6% | -8.1% |
| 1Y | -16.0% | -12.3% | -3.7% | -15.0% |
| 3Y | -37.7% | +50.8% | -88.5% | -41.3% |
| 5Y | -41.2% | +157.3% | -198.5% | -48.6% |
| 10Y | -33.8% | +566.5% | -600.3% | -49.5% |
| All | +585.0% | +10,944.2% | -10,359.1% | +185.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling