-35.3%
CMCSA vs PHM
+50.2%
-85.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.9% | -5.7% | -6.4% |
| 7D | -8.3% | -3.9% | -4.4% | -7.5% |
| 30D | -2.4% | -8.6% | +6.1% | -0.5% |
| 3M | +4.5% | -2.9% | +7.4% | +5.1% |
| 6M | -18.8% | -5.7% | -13.1% | -17.8% |
| YTD | -8.9% | +1.9% | -10.8% | -9.3% |
| 1Y | -18.3% | -12.3% | -6.0% | -16.6% |
| All | -35.3% | +50.2% | -85.5% | -42.8% |
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 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