+19,008.0%
CAT vs PHM
+12,545.8%
+6,462.1%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.6% | +4.6% | +6.5% |
| 7D | -2.4% | +3.5% | -5.9% | -3.5% |
| 30D | -25.0% | +21.2% | -46.2% | -29.1% |
| 3M | -28.7% | +2.5% | -31.2% | -29.7% |
| 6M | -33.0% | +16.1% | -49.1% | -36.3% |
| YTD | +5.4% | +16.6% | -11.2% | +0.1% |
| 1Y | +7.3% | +14.4% | -7.2% | +2.3% |
| 3Y | +166.0% | +71.9% | +94.2% | +124.6% |
| 5Y | +210.1% | +174.3% | +35.8% | +126.1% |
| 10Y | +712.5% | +744.0% | -31.5% | +316.7% |
| All | +19,008.0% | +12,545.8% | +6,462.1% | +4,272.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling