+32.2%
CVS vs PHM
+156.2%
-123.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -0.9% |
| 7D | -2.2% | -5.0% | +2.8% | -1.5% |
| 30D | -0.1% | -8.4% | +8.4% | +1.0% |
| 3M | -5.2% | -4.4% | -0.8% | -4.9% |
| 6M | +26.9% | -3.7% | +30.6% | +26.9% |
| YTD | +22.1% | +1.3% | +20.8% | +21.1% |
| 1Y | +30.8% | -14.0% | +44.8% | +32.5% |
| 3Y | +54.4% | +48.1% | +6.3% | +42.4% |
| All | +32.2% | +156.2% | -123.9% | +7.0% |
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