+71.5%
CDNS vs PHM
+152.6%
-81.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.5% |
| 7D | -7.2% | -3.9% | -3.3% | -6.0% |
| 30D | -14.3% | -8.6% | -5.7% | -11.7% |
| 3M | -27.2% | -2.9% | -24.3% | -26.9% |
| 6M | -4.5% | -5.7% | +1.2% | -3.7% |
| YTD | -9.0% | +1.9% | -10.8% | -11.0% |
| 1Y | -21.3% | -12.3% | -9.0% | -19.1% |
| 3Y | +19.6% | +50.8% | -31.2% | -7.6% |
| 5Y | +71.5% | +157.3% | -85.8% | -0.7% |
| All | +71.5% | +152.6% | -81.0% | -0.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling