+35.4%
CVS vs PHM
-6.9%
+42.4%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | +4.0% | -3.2% | +7.1% | +4.2% |
| 30D | -2.4% | -6.4% | +4.0% | -2.0% |
| 3M | +2.7% | +5.5% | -2.8% | +2.0% |
| 6M | +21.9% | -5.4% | +27.3% | +22.7% |
| YTD | +24.7% | +6.6% | +18.2% | +23.4% |
| 1Y | +35.4% | -8.8% | +44.3% | +34.7% |
| All | +35.4% | -6.9% | +42.4% | +34.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling