+53.4%
CL vs PHM
+540.0%
-486.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.1% | +0.1% |
| 7D | -1.4% | -2.5% | +1.1% | -1.0% |
| 30D | -5.2% | -9.7% | +4.4% | -3.9% |
| 3M | +3.3% | +2.2% | +1.1% | +2.8% |
| 6M | -4.4% | -5.7% | +1.3% | -3.9% |
| YTD | +13.9% | +2.8% | +11.1% | +13.0% |
| 1Y | +7.6% | -14.4% | +22.1% | +9.4% |
| 3Y | +29.6% | +52.2% | -22.6% | +19.6% |
| 5Y | +28.1% | +154.3% | -126.2% | +7.3% |
| 10Y | +53.4% | +545.9% | -492.5% | +17.6% |
| All | +53.4% | +540.0% | -486.7% | +17.6% |
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