+114.8%
CSCO vs PHM
+152.6%
-37.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.2% | +0.4% |
| 7D | 0.0% | -3.9% | +3.8% | +0.7% |
| 30D | -10.7% | -8.6% | -2.2% | -9.3% |
| 3M | -8.7% | -2.9% | -5.8% | -8.7% |
| 6M | +44.9% | -5.7% | +50.6% | +45.5% |
| YTD | +44.1% | +1.9% | +42.3% | +42.0% |
| 1Y | +65.9% | -12.3% | +78.2% | +68.3% |
| 3Y | +109.0% | +50.8% | +58.2% | +79.7% |
| 5Y | +114.8% | +157.3% | -42.5% | +51.9% |
| All | +114.8% | +152.6% | -37.8% | +51.9% |
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