+5,625.4%
COF vs PHM
+6,353.9%
-728.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.0% |
| 7D | -2.7% | -3.9% | +1.2% | -0.9% |
| 30D | -3.4% | -8.6% | +5.2% | +0.6% |
| 3M | +15.4% | -2.9% | +18.3% | +16.4% |
| 6M | +14.4% | -5.7% | +20.1% | +16.6% |
| YTD | -12.0% | +1.9% | -13.8% | -14.1% |
| 1Y | -3.7% | -12.3% | +8.6% | +0.3% |
| 3Y | +121.1% | +50.8% | +70.3% | +71.8% |
| 5Y | +47.8% | +157.3% | -109.5% | -12.5% |
| 10Y | +250.3% | +566.5% | -316.2% | +25.5% |
| All | +5,625.4% | +6,353.9% | -728.5% | +527.5% |
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