+5,556.5%
CNQ vs PHM
+2,551.4%
+3,005.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.1% | -1.0% |
| 7D | +0.1% | -5.0% | +5.1% | +1.4% |
| 30D | +6.2% | -8.4% | +14.6% | +8.4% |
| 3M | +12.4% | -4.4% | +16.8% | +12.7% |
| 6M | +9.0% | -3.7% | +12.8% | +8.2% |
| YTD | +52.2% | +1.3% | +50.9% | +48.7% |
| 1Y | +65.0% | -14.0% | +79.1% | +67.7% |
| 3Y | +78.8% | +48.1% | +30.7% | +52.9% |
| 5Y | +286.0% | +158.8% | +127.2% | +174.5% |
| 10Y | +420.7% | +562.8% | -142.1% | +179.6% |
| All | +5,556.5% | +2,551.4% | +3,005.2% | +2,604.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling