+94.8%
CSCO vs PHM
+166.0%
-71.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.4% | +0.2% |
| 7D | -4.7% | +2.9% | -7.6% | -5.2% |
| 30D | -17.1% | +16.5% | -33.6% | -19.5% |
| 3M | -19.6% | +0.6% | -20.3% | -19.9% |
| 6M | +2.4% | +11.6% | -9.2% | -0.5% |
| YTD | +29.8% | +12.1% | +17.7% | +25.4% |
| 1Y | +38.7% | +9.6% | +29.1% | +34.4% |
| 3Y | +101.3% | +62.3% | +39.1% | +70.6% |
| 5Y | +94.8% | +170.4% | -75.6% | +33.8% |
| All | +94.8% | +166.0% | -71.2% | +33.8% |
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