+130.3%
CART vs PHM
+59.3%
+71.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | +1.3% | -4.1% | +5.4% | +2.0% |
| 30D | +19.2% | +16.1% | +3.0% | +16.1% |
| 3M | +17.6% | -2.5% | +20.1% | +17.7% |
| 6M | +47.4% | +12.9% | +34.4% | +44.8% |
| YTD | +30.9% | +9.0% | +21.9% | +28.5% |
| 1Y | +46.0% | +8.2% | +37.8% | +43.2% |
| 3Y | +130.3% | +58.4% | +71.9% | +67.2% |
| All | +130.3% | +59.3% | +71.1% | +67.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling