+326.0%
CAT vs PHM
+145.9%
+180.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | +1.7% | -3.2% | +4.9% | +2.8% |
| 30D | -6.6% | -6.4% | -0.1% | -4.6% |
| 3M | -13.3% | +5.5% | -18.8% | -15.3% |
| 6M | +11.6% | -5.4% | +17.1% | +12.9% |
| YTD | +42.9% | +6.6% | +36.4% | +39.0% |
| 1Y | +95.4% | -8.8% | +104.3% | +99.0% |
| 3Y | +196.6% | +54.1% | +142.5% | +150.9% |
| All | +326.0% | +145.9% | +180.0% | +203.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling