+220,352.3%
CSCO vs PHM
+17,519.3%
+202,832.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -0.7% | -3.2% | +2.5% | +0.1% |
| 30D | -10.1% | -6.4% | -3.7% | -8.8% |
| 3M | -15.7% | +5.5% | -21.2% | -17.3% |
| 6M | +36.3% | -5.4% | +41.7% | +37.0% |
| YTD | +43.8% | +6.6% | +37.2% | +39.9% |
| 1Y | +63.9% | -8.8% | +72.8% | +65.1% |
| 3Y | +104.4% | +54.1% | +50.2% | +75.7% |
| 5Y | +111.4% | +144.5% | -33.1% | +57.7% |
| 10Y | +361.7% | +569.4% | -207.7% | +150.1% |
| All | +220,352.3% | +17,519.3% | +202,832.9% | +35,023.8% |
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 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