+172.2%
CVX vs PHM
+152.6%
+19.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.9% | +2.0% |
| 7D | +1.0% | -3.9% | +4.8% | +1.3% |
| 30D | +10.7% | -8.6% | +19.2% | +11.6% |
| 3M | +15.5% | -2.9% | +18.4% | +15.4% |
| 6M | +14.9% | -5.7% | +20.6% | +15.0% |
| YTD | +44.2% | +1.9% | +42.3% | +42.5% |
| 1Y | +43.5% | -12.3% | +55.8% | +44.7% |
| 3Y | +45.0% | +50.8% | -5.8% | +34.1% |
| 5Y | +172.2% | +157.3% | +14.9% | +120.8% |
| All | +172.2% | +152.6% | +19.6% | +120.8% |
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