+409.0%
CSX vs PHM
+709.0%
-300.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.9% | +5.1% | +2.4% |
| 7D | +0.7% | +2.9% | -2.2% | -0.3% |
| 30D | +8.1% | +16.5% | -8.4% | +2.7% |
| 3M | +2.2% | +0.6% | +1.6% | +1.6% |
| 6M | +14.6% | +11.6% | +3.0% | +9.5% |
| YTD | +42.2% | +12.1% | +30.1% | +35.1% |
| 1Y | +47.3% | +9.6% | +37.7% | +40.8% |
| 3Y | +73.5% | +62.3% | +11.3% | +40.8% |
| 5Y | +54.1% | +170.4% | -116.3% | +0.9% |
| 10Y | +409.0% | +683.0% | -274.0% | +166.9% |
| All | +409.0% | +709.0% | -300.0% | +166.9% |
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