+217.2%
CVX vs PHM
+557.7%
-340.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | +0.1% |
| 7D | +0.7% | -6.4% | +7.0% | +2.4% |
| 30D | +9.1% | -12.1% | +21.2% | +12.7% |
| 3M | +13.1% | -1.5% | +14.6% | +12.5% |
| 6M | +16.3% | -6.0% | +22.3% | +16.3% |
| YTD | +43.5% | -0.3% | +43.8% | +40.6% |
| 1Y | +40.2% | -13.3% | +53.5% | +42.6% |
| 3Y | +44.2% | +47.6% | -3.3% | +20.0% |
| 5Y | +170.6% | +154.7% | +15.9% | +77.4% |
| All | +217.2% | +557.7% | -340.4% | +46.1% |
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