+444.5%
CORZ vs PHM
+17.0%
+427.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -3.5% | +8.2% | +5.8% |
| 7D | +16.6% | -2.5% | +19.0% | +17.4% |
| 30D | -10.9% | -9.7% | -1.2% | -8.2% |
| 3M | -31.0% | +2.2% | -33.2% | -32.5% |
| 6M | +26.0% | -5.7% | +31.7% | +26.6% |
| YTD | +28.6% | +2.8% | +25.8% | +24.3% |
| 1Y | +34.5% | -14.4% | +48.9% | +39.1% |
| All | +444.5% | +17.0% | +427.4% | +377.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling