+695.3%
CAT vs PHM
+669.9%
+25.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +1.2% |
| 7D | +9.3% | -6.1% | +15.4% | +11.4% |
| 30D | -21.5% | +13.7% | -35.2% | -25.0% |
| 3M | -29.1% | -1.5% | -27.6% | -29.3% |
| 6M | -33.4% | +11.3% | -44.6% | -36.3% |
| YTD | +6.6% | +8.9% | -2.4% | +2.4% |
| 1Y | +6.5% | +6.1% | +0.4% | +3.1% |
| 3Y | +162.7% | +57.7% | +105.0% | +121.4% |
| 5Y | +214.2% | +159.0% | +55.3% | +122.5% |
| All | +695.3% | +669.9% | +25.4% | +323.0% |
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