-27.1%
CMCSA vs PHM
+59.3%
-86.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.4% |
| 7D | +3.2% | -4.1% | +7.3% | +4.1% |
| 30D | +19.5% | +16.1% | +3.4% | +15.6% |
| 3M | -2.4% | -2.5% | +0.1% | -2.1% |
| 6M | +3.8% | +12.9% | -9.1% | +1.0% |
| YTD | -5.4% | +9.0% | -14.4% | -7.3% |
| 1Y | +1.1% | +8.2% | -7.0% | -0.9% |
| 3Y | -27.1% | +58.4% | -85.6% | -36.0% |
| All | -27.1% | +59.3% | -86.4% | -36.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling