+1,065.3%
CCJ vs PHM
+557.7%
+507.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.1% | -0.9% | -2.5% |
| 7D | -3.2% | -6.4% | +3.2% | -1.6% |
| 30D | -1.3% | -12.1% | +10.8% | +1.8% |
| 3M | +2.5% | -1.5% | +4.1% | +2.6% |
| 6M | -18.9% | -6.0% | -12.9% | -17.9% |
| YTD | +6.5% | -0.3% | +6.8% | +5.8% |
| 1Y | +22.8% | -13.3% | +36.2% | +25.9% |
| 3Y | +164.5% | +47.6% | +116.9% | +130.0% |
| 5Y | +303.7% | +154.7% | +149.0% | +196.9% |
| All | +1,065.3% | +557.7% | +507.6% | +539.8% |
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