+377.3%
CSCO vs PHM
+545.0%
-167.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.2% | +0.5% |
| 7D | 0.0% | -3.9% | +3.8% | +0.8% |
| 30D | -10.7% | -8.6% | -2.2% | -9.0% |
| 3M | -8.7% | -2.9% | -5.8% | -8.6% |
| 6M | +44.9% | -5.7% | +50.6% | +45.6% |
| YTD | +44.1% | +1.9% | +42.3% | +41.8% |
| 1Y | +65.9% | -12.3% | +78.2% | +68.6% |
| 3Y | +109.0% | +50.8% | +58.2% | +80.0% |
| 5Y | +114.8% | +157.3% | -42.5% | +55.7% |
| 10Y | +377.3% | +566.5% | -189.2% | +179.5% |
| All | +377.3% | +545.0% | -167.6% | +179.5% |
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