+77.8%
CSX vs PHM
+62.4%
+15.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.8% |
| 7D | -0.3% | -4.8% | +4.5% | +1.0% |
| 30D | +8.7% | +16.5% | -7.8% | +4.3% |
| 3M | +4.2% | -2.0% | +6.2% | +4.4% |
| 6M | +16.7% | +12.7% | +4.0% | +12.0% |
| YTD | +44.5% | +11.2% | +33.3% | +38.8% |
| 1Y | +50.3% | +7.7% | +42.5% | +45.5% |
| All | +77.8% | +62.4% | +15.4% | +49.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling