+60.0%
CSGP vs PHM
+670.5%
-610.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.8% |
| 7D | +1.3% | -4.1% | +5.5% | +2.8% |
| 30D | +2.8% | +16.1% | -13.3% | -1.8% |
| 3M | -6.3% | -2.5% | -3.8% | -5.4% |
| 6M | -3.2% | +12.9% | -16.1% | -7.1% |
| YTD | -54.0% | +9.0% | -63.0% | -55.8% |
| 1Y | -54.8% | +8.2% | -63.0% | -56.6% |
| 3Y | -60.6% | +58.4% | -119.0% | -67.4% |
| 5Y | -62.6% | +159.2% | -221.8% | -74.4% |
| All | +60.0% | +670.5% | -610.5% | -26.4% |
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