+277.2%
CG vs PHM
+1,347.5%
-1,070.3%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.0% | -2.3% | -3.4% |
| 7D | -1.5% | -6.1% | +4.6% | +1.2% |
| 30D | +5.7% | +13.7% | -8.0% | +0.1% |
| 3M | -17.9% | -1.5% | -16.3% | -17.4% |
| 6M | -20.2% | +11.3% | -31.5% | -24.3% |
| YTD | -32.0% | +8.9% | -40.9% | -35.4% |
| 1Y | -27.0% | +6.1% | -33.1% | -30.0% |
| 3Y | +42.8% | +57.7% | -14.9% | +14.1% |
| 5Y | -23.4% | +159.0% | -182.4% | -50.8% |
| 10Y | +278.2% | +676.2% | -398.0% | +64.0% |
| All | +277.2% | +1,347.5% | -1,070.3% | +55.7% |
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