+815.5%
CTAS vs PHM
+670.5%
+144.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | +2.0% | -4.1% | +6.1% | +3.4% |
| 30D | +8.7% | +16.1% | -7.5% | +2.9% |
| 3M | +13.3% | -2.5% | +15.8% | +13.8% |
| 6M | +39.4% | +12.9% | +26.5% | +32.4% |
| YTD | +21.5% | +9.0% | +12.5% | +16.1% |
| 1Y | +21.9% | +8.2% | +13.7% | +16.5% |
| 3Y | +73.6% | +58.4% | +15.2% | +37.2% |
| 5Y | +116.2% | +159.2% | -43.0% | +34.2% |
| All | +815.5% | +670.5% | +144.9% | +267.6% |
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