+1,126.0%
CAT vs PHM
+540.0%
+586.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.5% | +4.6% | +2.1% |
| 7D | +5.6% | -2.5% | +8.0% | +6.3% |
| 30D | -2.3% | -9.7% | +7.3% | +0.6% |
| 3M | -10.0% | +2.2% | -12.2% | -11.1% |
| 6M | +21.2% | -5.7% | +26.9% | +22.7% |
| YTD | +44.4% | +2.8% | +41.6% | +42.3% |
| 1Y | +96.3% | -14.4% | +110.7% | +103.8% |
| 3Y | +203.9% | +52.2% | +151.7% | +160.3% |
| 5Y | +333.5% | +154.3% | +179.2% | +210.0% |
| 10Y | +1,126.0% | +545.9% | +580.2% | +563.0% |
| All | +1,126.0% | +540.0% | +586.0% | +563.0% |
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