+331.5%
CDW vs PHM
+709.0%
-377.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.9% | +6.8% | +4.3% |
| 7D | +13.1% | +2.9% | +10.1% | +12.1% |
| 30D | +19.1% | +16.5% | +2.6% | +12.9% |
| 3M | +24.7% | +0.6% | +24.1% | +24.2% |
| 6M | +63.4% | +11.6% | +51.8% | +56.1% |
| YTD | +26.3% | +12.1% | +14.2% | +19.6% |
| 1Y | +20.6% | +9.6% | +11.0% | +14.9% |
| 3Y | -16.3% | +62.3% | -78.6% | -32.8% |
| 5Y | -3.9% | +170.4% | -174.3% | -38.2% |
| 10Y | +331.5% | +683.0% | -351.5% | +96.2% |
| All | +331.5% | +709.0% | -377.5% | +96.2% |
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