+117.6%
CTAS vs PHM
+166.0%
-48.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.9% | +4.8% | +2.0% |
| 7D | +0.7% | +2.9% | -2.2% | -0.2% |
| 30D | +11.3% | +16.5% | -5.2% | +6.6% |
| 3M | +11.4% | +0.6% | +10.8% | +10.9% |
| 6M | +35.6% | +11.6% | +24.1% | +30.9% |
| YTD | +20.7% | +12.1% | +8.6% | +15.8% |
| 1Y | +22.8% | +9.6% | +13.2% | +18.4% |
| 3Y | +73.4% | +62.3% | +11.1% | +42.0% |
| 5Y | +117.6% | +170.4% | -52.8% | +38.4% |
| All | +117.6% | +166.0% | -48.4% | +38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling