+4,942.5%
CVX vs PHM
+11,720.3%
-6,777.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | +3.4% | -4.1% | +7.6% | +4.2% |
| 30D | -1.0% | +16.1% | -17.1% | -3.8% |
| 3M | +12.2% | -2.5% | +14.7% | +12.2% |
| 6M | +20.3% | +12.9% | +7.4% | +16.6% |
| YTD | +48.3% | +9.0% | +39.3% | +43.8% |
| 1Y | +46.9% | +8.2% | +38.7% | +42.5% |
| 3Y | +73.1% | +58.4% | +14.7% | +54.1% |
| 5Y | +135.2% | +159.2% | -24.0% | +86.7% |
| 10Y | +214.4% | +676.9% | -462.5% | +101.3% |
| All | +4,942.5% | +11,720.3% | -6,777.8% | +1,947.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling