+101.3%
CSCO vs PHM
+64.0%
+37.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.4% | -0.1% |
| 7D | -4.7% | +2.9% | -7.6% | -4.9% |
| 30D | -17.1% | +16.5% | -33.6% | -18.4% |
| 3M | -19.6% | +0.6% | -20.3% | -19.7% |
| 6M | +2.4% | +11.6% | -9.2% | +0.7% |
| YTD | +29.8% | +12.1% | +17.7% | +27.1% |
| 1Y | +38.7% | +9.6% | +29.1% | +36.1% |
| 3Y | +101.3% | +62.3% | +39.1% | +73.7% |
| All | +101.3% | +64.0% | +37.4% | +73.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling