+3,388.4%
CSGP vs PHM
+2,168.3%
+1,220.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.5% |
| 7D | +13.9% | +8.7% | +5.2% | +11.3% |
| 30D | +16.0% | +16.4% | -0.4% | +11.4% |
| 3M | +6.1% | +1.8% | +4.3% | +5.7% |
| 6M | -8.2% | +15.1% | -23.2% | -11.9% |
| YTD | -52.3% | +16.0% | -68.3% | -54.7% |
| 1Y | -54.5% | +14.1% | -68.6% | -56.6% |
| 3Y | -58.6% | +65.9% | -124.5% | -65.0% |
| 5Y | -61.5% | +180.9% | -242.4% | -72.2% |
| 10Y | +74.7% | +730.3% | -655.6% | -11.6% |
| All | +3,388.4% | +2,168.3% | +1,220.1% | +943.5% |
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