+6.0%
CMCSA vs PHM
+557.7%
-551.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.1% | +4.5% | +2.9% |
| 7D | -5.6% | -6.4% | +0.8% | -4.0% |
| 30D | -1.9% | -12.1% | +10.2% | +1.4% |
| 3M | +6.4% | -1.5% | +8.0% | +6.7% |
| 6M | -16.9% | -6.0% | -10.9% | -15.9% |
| YTD | -6.8% | -0.3% | -6.5% | -7.3% |
| 1Y | -15.9% | -13.3% | -2.6% | -13.4% |
| 3Y | -33.4% | +47.6% | -81.0% | -42.2% |
| 5Y | -46.7% | +154.7% | -201.4% | -61.2% |
| All | +6.0% | +557.7% | -551.7% | -41.3% |
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