+427.3%
CSX vs PHM
+700.3%
-273.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.0% | -1.4% | -2.7% |
| 7D | -5.5% | +6.2% | -11.7% | -7.4% |
| 30D | +4.9% | +17.9% | -13.0% | -0.6% |
| 3M | -2.9% | +2.5% | -5.3% | -4.0% |
| 6M | +8.3% | +10.8% | -2.4% | +3.8% |
| YTD | +36.7% | +13.7% | +23.0% | +29.3% |
| 1Y | +41.5% | +12.4% | +29.1% | +34.2% |
| 3Y | +68.6% | +65.6% | +3.0% | +36.1% |
| 5Y | +48.4% | +175.3% | -126.9% | -3.3% |
| All | +427.3% | +700.3% | -273.0% | +177.7% |
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