+191.7%
COP vs PHM
+152.9%
+38.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.5% | +4.1% | +0.9% |
| 7D | -0.8% | -2.5% | +1.6% | -0.6% |
| 30D | +15.6% | -9.7% | +25.2% | +16.7% |
| 3M | +14.3% | +2.2% | +12.1% | +13.4% |
| 6M | +17.0% | -5.7% | +22.7% | +17.1% |
| YTD | +47.4% | +2.8% | +44.6% | +45.2% |
| 1Y | +52.4% | -14.4% | +66.8% | +54.3% |
| 3Y | +20.8% | +52.2% | -31.4% | +10.3% |
| 5Y | +191.7% | +154.3% | +37.4% | +136.7% |
| All | +191.7% | +152.9% | +38.8% | +136.7% |
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