+105.2%
CTVA vs PHM
+149.8%
-44.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.1% |
| 7D | -4.7% | -6.4% | +1.7% | -3.4% |
| 30D | +11.1% | -12.1% | +23.2% | +13.9% |
| 3M | +13.7% | -1.5% | +15.3% | +13.9% |
| 6M | +11.2% | -6.0% | +17.2% | +12.0% |
| YTD | +26.9% | -0.3% | +27.2% | +26.0% |
| 1Y | +18.8% | -13.3% | +32.2% | +21.2% |
| 3Y | +75.9% | +47.6% | +28.4% | +59.9% |
| 5Y | +105.2% | +154.7% | -49.5% | +58.6% |
| All | +105.2% | +149.8% | -44.6% | +58.6% |
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 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