+123.1%
COP vs PHM
+168.7%
-45.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.9% | +4.7% | +1.2% |
| 7D | -6.1% | +2.9% | -9.0% | -6.4% |
| 30D | +1.1% | +16.5% | -15.4% | -0.5% |
| 3M | +10.9% | +0.6% | +10.3% | +10.7% |
| 6M | +20.8% | +11.6% | +9.2% | +18.5% |
| YTD | +48.0% | +12.1% | +35.9% | +44.5% |
| 1Y | +58.5% | +9.6% | +48.9% | +55.1% |
| 3Y | +28.1% | +62.3% | -34.1% | +16.7% |
| All | +123.1% | +168.7% | -45.6% | +74.8% |
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 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