+10,369.7%
CSX vs PHM
+11,710.1%
-1,340.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +1.5% |
| 7D | +3.1% | -6.1% | +9.2% | +4.8% |
| 30D | +9.7% | +13.7% | -4.0% | +6.0% |
| 3M | +4.9% | -1.5% | +6.5% | +5.0% |
| 6M | +18.4% | +11.3% | +7.1% | +14.3% |
| YTD | +45.9% | +8.9% | +37.0% | +41.1% |
| 1Y | +50.0% | +6.1% | +43.9% | +46.0% |
| 3Y | +78.0% | +57.7% | +20.3% | +53.1% |
| 5Y | +59.2% | +159.0% | -99.8% | +17.4% |
| 10Y | +421.4% | +676.2% | -254.8% | +177.1% |
| All | +10,369.7% | +11,710.1% | -1,340.4% | +2,636.4% |
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