-1.5%
COF vs PHM
-6.9%
+5.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +1.8% | -3.2% | +5.0% | +2.9% |
| 30D | -0.6% | -6.4% | +5.9% | +1.5% |
| 3M | +20.3% | +5.5% | +14.8% | +17.8% |
| 6M | +13.0% | -5.4% | +18.5% | +12.9% |
| YTD | -8.3% | +6.6% | -14.9% | -12.4% |
| 1Y | -1.5% | -8.8% | +7.4% | -5.2% |
| All | -1.5% | -6.9% | +5.5% | -5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling