+10.7%
CARR vs PHM
+156.2%
-145.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.1% | +0.7% |
| 7D | -3.8% | -5.0% | +1.2% | -1.3% |
| 30D | -8.9% | -8.4% | -0.5% | -5.0% |
| 3M | -17.3% | -4.4% | -12.9% | -16.0% |
| 6M | -1.4% | -3.7% | +2.3% | -0.3% |
| YTD | +10.0% | +1.3% | +8.7% | +8.3% |
| 1Y | -6.4% | -14.0% | +7.7% | -0.5% |
| 3Y | +1.5% | +48.1% | -46.6% | -21.0% |
| All | +10.7% | +156.2% | -145.5% | -38.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling