+3,264.4%
CSGP vs PHM
+1,984.2%
+1,280.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.5% |
| 7D | -4.1% | -3.2% | -0.9% | -3.2% |
| 30D | +2.3% | -6.4% | +8.8% | +4.3% |
| 3M | -8.2% | +5.5% | -13.7% | -9.7% |
| 6M | -35.1% | -5.4% | -29.6% | -34.5% |
| YTD | -54.0% | +6.6% | -60.6% | -55.4% |
| 1Y | -65.3% | -8.8% | -56.5% | -64.9% |
| 3Y | -62.6% | +54.1% | -116.7% | -67.8% |
| 5Y | -64.8% | +144.5% | -209.3% | -73.8% |
| 10Y | +45.1% | +569.4% | -524.3% | -22.3% |
| All | +3,264.4% | +1,984.2% | +1,280.2% | +929.1% |
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