+214.5%
CVX vs PHM
+670.5%
-456.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | +3.4% | -4.1% | +7.6% | +4.5% |
| 30D | -1.0% | +16.1% | -17.1% | -5.1% |
| 3M | +12.2% | -2.5% | +14.7% | +12.2% |
| 6M | +20.3% | +12.9% | +7.4% | +14.6% |
| YTD | +48.3% | +9.0% | +39.3% | +41.3% |
| 1Y | +46.9% | +8.2% | +38.7% | +40.0% |
| 3Y | +73.1% | +58.4% | +14.7% | +41.5% |
| 5Y | +135.2% | +159.2% | -24.0% | +54.7% |
| All | +214.5% | +670.5% | -456.0% | +47.6% |
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