+509.1%
CIEN vs PHM
+152.6%
+356.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | 0.0% | -0.7% |
| 7D | -4.6% | -3.9% | -0.7% | -3.5% |
| 30D | -12.8% | -8.6% | -4.3% | -10.6% |
| 3M | -23.1% | -2.9% | -20.1% | -23.2% |
| 6M | +6.1% | -5.7% | +11.8% | +6.6% |
| YTD | +44.5% | +1.9% | +42.7% | +40.5% |
| 1Y | +176.6% | -12.3% | +188.9% | +182.2% |
| 3Y | +601.0% | +50.8% | +550.2% | +456.2% |
| 5Y | +509.1% | +157.3% | +351.8% | +258.6% |
| All | +509.1% | +152.6% | +356.6% | +258.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling