+206,635.5%
CSCO vs PHM
+17,905.6%
+188,730.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.0% | +3.2% | +1.7% |
| 7D | +6.6% | -6.1% | +12.7% | +8.2% |
| 30D | -11.3% | +13.7% | -25.1% | -14.4% |
| 3M | -17.3% | -1.5% | -15.8% | -17.5% |
| 6M | +3.5% | +11.3% | -7.7% | -0.3% |
| YTD | +34.9% | +8.9% | +26.0% | +29.9% |
| 1Y | +40.5% | +6.1% | +34.4% | +35.9% |
| 3Y | +109.3% | +57.7% | +51.6% | +78.6% |
| 5Y | +105.9% | +159.0% | -53.1% | +51.0% |
| 10Y | +335.8% | +676.2% | -340.3% | +126.8% |
| All | +206,635.5% | +17,905.6% | +188,730.0% | +32,516.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling