+316.4%
CFG vs PHM
+751.4%
-435.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.0% | -0.1% |
| 7D | -0.9% | +6.2% | -7.1% | -3.6% |
| 30D | +1.1% | +17.9% | -16.9% | -6.2% |
| 3M | -12.0% | +2.5% | -14.5% | -13.5% |
| 6M | -2.2% | +10.8% | -13.0% | -7.5% |
| YTD | +11.4% | +13.7% | -2.3% | +3.3% |
| 1Y | +27.8% | +12.4% | +15.5% | +19.0% |
| 3Y | +173.3% | +65.6% | +107.7% | +107.2% |
| 5Y | +62.4% | +175.3% | -112.9% | -6.4% |
| 10Y | +249.6% | +713.9% | -464.4% | +17.6% |
| All | +316.4% | +751.4% | -435.0% | +39.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling