+55.4%
CG vs PHM
+52.3%
+3.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.5% | +1.3% | -0.6% |
| 7D | -1.3% | -2.5% | +1.2% | -0.1% |
| 30D | -3.2% | -9.7% | +6.5% | +1.4% |
| 3M | +6.2% | +2.2% | +4.0% | +4.1% |
| 6M | -4.7% | -5.7% | +1.0% | -3.2% |
| YTD | -20.6% | +2.8% | -23.5% | -23.4% |
| 1Y | -26.4% | -14.4% | -11.9% | -22.2% |
| 3Y | +55.4% | +52.2% | +3.2% | +10.8% |
| All | +55.4% | +52.3% | +3.1% | +10.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling