+1,206.6%
CIEN vs PHM
+669.9%
+536.7%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.1% |
| 7D | +27.4% | -6.1% | +33.5% | +29.7% |
| 30D | -26.6% | +13.7% | -40.3% | -30.2% |
| 3M | -32.0% | -1.5% | -30.4% | -32.4% |
| 6M | -49.1% | +11.3% | -60.3% | -51.9% |
| YTD | +25.7% | +8.9% | +16.8% | +18.7% |
| 1Y | +40.3% | +6.1% | +34.2% | +33.3% |
| 3Y | +566.2% | +57.7% | +508.5% | +435.3% |
| 5Y | +378.7% | +159.0% | +219.8% | +211.8% |
| All | +1,206.6% | +669.9% | +536.7% | +370.5% |
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