+76.3%
CL vs PHM
+746.3%
-670.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.1% | +1.1% |
| 7D | +0.5% | +3.5% | -3.0% | 0.0% |
| 30D | +11.6% | +21.2% | -9.6% | +8.5% |
| 3M | +5.6% | +2.5% | +3.1% | +5.1% |
| 6M | +13.2% | +16.1% | -2.9% | +10.4% |
| YTD | +26.9% | +16.6% | +10.3% | +23.5% |
| 1Y | +27.3% | +14.4% | +12.9% | +24.2% |
| 3Y | +39.7% | +71.9% | -32.2% | +26.9% |
| 5Y | +41.3% | +174.3% | -133.0% | +17.3% |
| 10Y | +76.3% | +744.0% | -667.7% | +34.8% |
| All | +76.3% | +746.3% | -670.1% | +34.8% |
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