+4,690.3%
COP vs PHM
+11,710.1%
-7,019.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.0% | +3.6% | +2.0% |
| 7D | +3.4% | -6.1% | +9.5% | +4.6% |
| 30D | -0.6% | +13.7% | -14.3% | -3.4% |
| 3M | +10.8% | -1.5% | +12.3% | +10.5% |
| 6M | +19.6% | +11.3% | +8.4% | +15.7% |
| YTD | +52.9% | +8.9% | +44.0% | +47.6% |
| 1Y | +62.2% | +6.1% | +56.1% | +57.3% |
| 3Y | +32.4% | +57.7% | -25.3% | +16.4% |
| 5Y | +129.7% | +159.0% | -29.2% | +78.0% |
| 10Y | +331.8% | +676.2% | -344.4% | +166.2% |
| All | +4,690.3% | +11,710.1% | -7,019.8% | +1,657.1% |
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