+1,500.5%
CIEN vs PHM
+568.1%
+932.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.6% | +2.9% | +4.0% |
| 7D | +8.9% | -5.0% | +13.9% | +10.6% |
| 30D | -19.1% | -8.4% | -10.7% | -16.9% |
| 3M | -21.5% | -4.4% | -17.1% | -21.2% |
| 6M | +2.8% | -3.7% | +6.6% | +2.8% |
| YTD | +49.5% | +1.3% | +48.2% | +45.9% |
| 1Y | +163.8% | -14.0% | +177.8% | +170.9% |
| 3Y | +615.8% | +48.1% | +567.7% | +490.5% |
| 5Y | +548.4% | +158.8% | +389.6% | +324.4% |
| All | +1,500.5% | +568.1% | +932.3% | +538.0% |
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