+167.8%
JCI vs PHM
+52.3%
+115.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.5% | +4.5% | +1.9% |
| 7D | +5.1% | -2.5% | +7.6% | +5.8% |
| 30D | -3.8% | -9.7% | +5.8% | -1.4% |
| 3M | +1.9% | +2.2% | -0.3% | +0.6% |
| 6M | +11.2% | -5.7% | +16.9% | +11.9% |
| YTD | +22.9% | +2.8% | +20.1% | +20.6% |
| 1Y | +37.4% | -14.4% | +51.8% | +41.3% |
| 3Y | +167.8% | +52.2% | +115.6% | +108.2% |
| All | +167.8% | +52.3% | +115.6% | +108.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling