+1,583.6%
CCJ vs PHM
+4,576.0%
-2,992.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +0.7% | -3.2% | +3.9% | +1.5% |
| 30D | +6.9% | -6.4% | +13.3% | +8.5% |
| 3M | -11.6% | +5.5% | -17.1% | -12.9% |
| 6M | -16.2% | -5.4% | -10.8% | -15.4% |
| YTD | +10.1% | +6.6% | +3.5% | +7.9% |
| 1Y | +32.3% | -8.8% | +41.1% | +33.8% |
| 3Y | +171.3% | +54.1% | +117.2% | +138.7% |
| 5Y | +372.4% | +144.5% | +227.9% | +268.8% |
| 10Y | +1,070.0% | +569.4% | +500.6% | +592.1% |
| All | +1,583.6% | +4,576.0% | -2,992.4% | +539.6% |
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