+104.7%
COST vs PHM
+149.8%
-45.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.4% |
| 7D | -2.5% | -6.4% | +3.9% | -1.2% |
| 30D | -4.4% | -12.1% | +7.6% | -2.0% |
| 3M | -8.1% | -1.5% | -6.5% | -8.1% |
| 6M | -9.2% | -6.0% | -3.2% | -8.7% |
| YTD | +5.1% | -0.3% | +5.4% | +4.2% |
| 1Y | -5.1% | -13.3% | +8.3% | -3.3% |
| 3Y | +70.4% | +47.6% | +22.8% | +44.1% |
| 5Y | +104.7% | +154.7% | -50.0% | +39.0% |
| All | +104.7% | +149.8% | -45.1% | +39.0% |
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