+65.2%
CSGP vs PHM
+700.3%
-635.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.0% | -2.7% | -4.0% |
| 7D | +1.3% | +6.2% | -5.0% | -0.7% |
| 30D | +10.7% | +17.9% | -7.3% | +5.1% |
| 3M | +3.3% | +2.5% | +0.8% | +2.6% |
| 6M | -10.3% | +10.8% | -21.1% | -13.5% |
| YTD | -54.6% | +13.7% | -68.3% | -57.0% |
| 1Y | -54.6% | +12.4% | -67.0% | -57.0% |
| 3Y | -60.3% | +65.6% | -126.0% | -67.7% |
| 5Y | -63.3% | +175.3% | -238.7% | -75.3% |
| All | +65.2% | +700.3% | -635.1% | -22.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling