-2.7%
CEG vs PHM
-6.9%
+4.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.1% | +4.8% | +4.9% |
| 7D | +8.0% | -3.2% | +11.2% | +8.6% |
| 30D | +12.9% | -6.4% | +19.4% | +14.1% |
| 3M | +13.2% | +5.5% | +7.7% | +11.8% |
| 6M | -7.0% | -5.4% | -1.5% | -8.0% |
| YTD | -15.0% | +6.6% | -21.6% | -15.7% |
| 1Y | -2.7% | -8.8% | +6.1% | -4.1% |
| All | -2.7% | -6.9% | +4.2% | -4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling