+21.0%
CTSH vs PHM
+545.0%
-524.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -1.9% | -2.6% |
| 7D | -8.2% | -3.9% | -4.3% | -7.0% |
| 30D | +0.4% | -8.6% | +8.9% | +3.4% |
| 3M | +10.6% | -2.9% | +13.5% | +11.0% |
| 6M | -8.8% | -5.7% | -3.1% | -8.0% |
| YTD | -28.6% | +1.9% | -30.5% | -30.2% |
| 1Y | -15.9% | -12.3% | -3.6% | -13.7% |
| 3Y | -13.9% | +50.8% | -64.6% | -29.6% |
| 5Y | -17.1% | +157.3% | -174.4% | -46.0% |
| 10Y | +21.0% | +566.5% | -545.5% | -42.6% |
| All | +21.0% | +545.0% | -524.0% | -42.6% |
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