+77.2%
CME vs PHM
+152.9%
-75.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.5% | +2.4% | -1.0% |
| 7D | -2.9% | -2.5% | -0.4% | -2.8% |
| 30D | +5.5% | -9.7% | +15.2% | +5.7% |
| 3M | +11.0% | +2.2% | +8.7% | +10.7% |
| 6M | -9.7% | -5.7% | -4.0% | -9.7% |
| YTD | +4.9% | +2.8% | +2.0% | +4.5% |
| 1Y | +10.1% | -14.4% | +24.5% | +10.5% |
| 3Y | +53.5% | +52.2% | +1.3% | +45.8% |
| 5Y | +77.2% | +154.3% | -77.1% | +53.9% |
| All | +77.2% | +152.9% | -75.7% | +53.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling