+62.7%
CCJ vs PHM
+59.3%
+3.4%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.5% | -1.5% |
| 7D | -0.8% | -4.1% | +3.3% | 0.0% |
| 30D | -13.2% | +16.1% | -29.3% | -16.0% |
| 3M | -27.6% | -2.5% | -25.1% | -27.4% |
| 6M | -38.7% | +12.9% | -51.6% | -40.3% |
| YTD | -22.7% | +9.0% | -31.7% | -24.5% |
| 1Y | -17.6% | +8.2% | -25.7% | -19.5% |
| 3Y | +62.7% | +58.4% | +4.2% | +48.0% |
| All | +62.7% | +59.3% | +3.4% | +48.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling