+29.9%
CFG vs PHM
+7.4%
+22.5%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +3.2% | -4.1% | +7.3% | +4.6% |
| 30D | +5.1% | +16.1% | -11.0% | -0.2% |
| 3M | -11.2% | -2.5% | -8.7% | -10.7% |
| 6M | +9.6% | +12.9% | -3.4% | +3.8% |
| YTD | +15.0% | +9.0% | +6.0% | +8.0% |
| 1Y | +29.9% | +8.2% | +21.7% | +22.2% |
| All | +29.9% | +7.4% | +22.5% | +22.2% |
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 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