+335.7%
CSCO vs PHM
+669.9%
-334.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.0% | +3.2% | +1.7% |
| 7D | +6.6% | -6.1% | +12.7% | +8.0% |
| 30D | -11.3% | +13.7% | -25.1% | -14.1% |
| 3M | -17.3% | -1.5% | -15.8% | -17.4% |
| 6M | +3.5% | +11.3% | -7.7% | 0.0% |
| YTD | +34.9% | +8.9% | +26.0% | +30.3% |
| 1Y | +40.5% | +6.1% | +34.4% | +36.3% |
| 3Y | +109.3% | +57.7% | +51.6% | +78.2% |
| 5Y | +105.9% | +159.0% | -53.1% | +48.9% |
| All | +335.7% | +669.9% | -334.2% | +150.0% |
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 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