+1,082.1%
CCJ vs PHM
+4,682.6%
-3,600.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.5% | -1.5% |
| 7D | -0.8% | -4.1% | +3.3% | +0.2% |
| 30D | -13.2% | +16.1% | -29.3% | -16.3% |
| 3M | -27.6% | -2.5% | -25.1% | -27.5% |
| 6M | -38.7% | +12.9% | -51.6% | -40.7% |
| YTD | -22.7% | +9.0% | -31.7% | -24.8% |
| 1Y | -17.6% | +8.2% | -25.7% | -19.8% |
| 3Y | +62.7% | +58.4% | +4.2% | +42.1% |
| 5Y | +159.7% | +159.2% | +0.5% | +99.9% |
| 10Y | +769.3% | +676.9% | +92.5% | +397.0% |
| All | +1,082.1% | +4,682.6% | -3,600.6% | +345.4% |
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