+9,772.3%
CSX vs PHM
+11,456.8%
-1,684.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.7% | +0.8% |
| 7D | -3.4% | -3.2% | -0.2% | -2.6% |
| 30D | -3.1% | -6.4% | +3.4% | -1.5% |
| 3M | +7.2% | +5.5% | +1.7% | +5.2% |
| 6M | +16.2% | -5.4% | +21.6% | +17.2% |
| YTD | +37.5% | +6.6% | +31.0% | +34.2% |
| 1Y | +53.2% | -8.8% | +62.1% | +55.3% |
| 3Y | +68.2% | +54.1% | +14.1% | +45.5% |
| 5Y | +65.2% | +144.5% | -79.2% | +23.8% |
| 10Y | +504.1% | +569.4% | -65.3% | +233.5% |
| All | +9,772.3% | +11,456.8% | -1,684.5% | +2,501.4% |
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