-22.8%
CDW vs PHM
+152.9%
-175.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -3.5% | -1.7% | -3.9% |
| 7D | -3.9% | -2.5% | -1.4% | -3.0% |
| 30D | +6.9% | -9.7% | +16.5% | +10.7% |
| 3M | +7.7% | +2.2% | +5.5% | +6.2% |
| 6M | +18.3% | -5.7% | +24.0% | +19.5% |
| YTD | +7.8% | +2.8% | +4.9% | +5.1% |
| 1Y | -12.2% | -14.4% | +2.2% | -8.6% |
| 3Y | -28.9% | +52.2% | -81.2% | -43.3% |
| 5Y | -22.8% | +154.3% | -177.0% | -53.9% |
| All | -22.8% | +152.9% | -175.7% | -53.9% |
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