+308.6%
CFG vs PHM
+540.0%
-231.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.5% | +2.4% | +0.4% |
| 7D | +2.7% | -2.5% | +5.2% | +3.8% |
| 30D | -3.7% | -9.7% | +6.0% | +0.5% |
| 3M | +9.5% | +2.2% | +7.2% | +7.6% |
| 6M | +22.2% | -5.7% | +27.9% | +24.2% |
| YTD | +22.3% | +2.8% | +19.5% | +18.9% |
| 1Y | +39.4% | -14.4% | +53.9% | +46.8% |
| 3Y | +188.5% | +52.2% | +136.3% | +125.8% |
| 5Y | +101.5% | +154.3% | -52.7% | +18.3% |
| 10Y | +308.6% | +545.9% | -237.2% | +52.2% |
| All | +308.6% | +540.0% | -231.4% | +52.2% |
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