+216.7%
CTVA vs PHM
+302.4%
-85.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -1.1% |
| 7D | -4.5% | -5.0% | +0.5% | -3.3% |
| 30D | +11.3% | -8.4% | +19.8% | +13.8% |
| 3M | +12.3% | -4.4% | +16.7% | +13.3% |
| 6M | +7.2% | -3.7% | +10.9% | +7.4% |
| YTD | +26.0% | +1.3% | +24.7% | +24.2% |
| 1Y | +16.0% | -14.0% | +30.1% | +19.1% |
| 3Y | +73.9% | +48.1% | +25.8% | +50.5% |
| 5Y | +103.8% | +158.8% | -55.0% | +44.8% |
| All | +216.7% | +302.4% | -85.7% | +104.1% |
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