+141.0%
CI vs PHM
+545.0%
-404.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.8% | +1.1% |
| 7D | -1.1% | -3.9% | +2.8% | -0.1% |
| 30D | +0.5% | -8.6% | +9.0% | +2.8% |
| 3M | -5.2% | -2.9% | -2.3% | -5.0% |
| 6M | +4.3% | -5.7% | +10.0% | +5.0% |
| YTD | +2.8% | +1.9% | +0.9% | +0.9% |
| 1Y | -5.8% | -12.3% | +6.5% | -3.8% |
| 3Y | +4.7% | +50.8% | -46.0% | -11.9% |
| 5Y | +42.7% | +157.3% | -114.6% | -2.7% |
| 10Y | +141.0% | +566.5% | -425.6% | +21.6% |
| All | +141.0% | +545.0% | -404.0% | +21.6% |
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