-25.9%
CCJ vs PHM
+16.2%
-42.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.2% | -8.4% | -2.9% |
| 7D | -14.5% | +13.6% | -28.1% | -17.4% |
| 30D | -18.1% | +19.3% | -37.3% | -22.0% |
| 3M | -23.0% | +3.5% | -26.5% | -23.7% |
| 6M | -39.4% | +18.6% | -58.0% | -42.2% |
| YTD | -21.7% | +16.7% | -38.4% | -27.0% |
| 1Y | -25.9% | +14.6% | -40.5% | -31.7% |
| All | -25.9% | +16.2% | -42.1% | -31.7% |
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