+96.3%
CAT vs PHM
-13.4%
+109.7%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.5% | +4.6% | +2.3% |
| 7D | +5.6% | -2.5% | +8.0% | +6.5% |
| 30D | -2.3% | -9.7% | +7.3% | +1.3% |
| 3M | -10.0% | +2.2% | -12.2% | -12.1% |
| 6M | +21.2% | -5.7% | +26.9% | +21.7% |
| YTD | +44.4% | +2.8% | +41.6% | +41.0% |
| 1Y | +96.3% | -14.4% | +110.7% | +104.5% |
| All | +96.3% | -13.4% | +109.7% | +104.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling