+674.0%
CAT vs PHM
+709.0%
-35.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.9% | +1.5% | -1.2% |
| 7D | -6.3% | +2.9% | -9.2% | -7.3% |
| 30D | -26.8% | +16.5% | -43.3% | -30.6% |
| 3M | -30.0% | +0.6% | -30.7% | -30.7% |
| 6M | -34.6% | +11.6% | -46.2% | -37.5% |
| YTD | +2.9% | +12.1% | -9.2% | -1.9% |
| 1Y | +3.3% | +9.6% | -6.3% | -1.0% |
| 3Y | +153.7% | +62.3% | +91.4% | +112.1% |
| 5Y | +207.3% | +170.4% | +36.9% | +114.8% |
| 10Y | +674.0% | +683.0% | -9.0% | +305.0% |
| All | +674.0% | +709.0% | -35.0% | +305.0% |
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