+671.2%
CTAS vs PHM
+557.7%
+113.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.1% |
| 7D | -1.3% | -6.4% | +5.1% | +1.0% |
| 30D | -3.1% | -12.1% | +9.0% | +1.3% |
| 3M | +10.3% | -1.5% | +11.8% | +10.4% |
| 6M | +1.6% | -6.0% | +7.7% | +3.1% |
| YTD | +6.3% | -0.3% | +6.6% | +5.1% |
| 1Y | -0.5% | -13.3% | +12.9% | +3.1% |
| 3Y | +64.6% | +47.6% | +17.0% | +33.3% |
| 5Y | +106.0% | +154.7% | -48.7% | +28.4% |
| All | +671.2% | +557.7% | +113.6% | +226.2% |
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