+2,307.7%
JCI vs PHM
+11,456.8%
-9,149.0%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | +3.8% | -3.2% | +7.0% | +4.6% |
| 30D | -5.7% | -6.4% | +0.8% | -4.3% |
| 3M | -1.4% | +5.5% | -6.9% | -3.0% |
| 6M | +4.1% | -5.4% | +9.6% | +5.0% |
| YTD | +21.7% | +6.6% | +15.2% | +19.0% |
| 1Y | +36.1% | -8.8% | +45.0% | +37.7% |
| 3Y | +154.4% | +54.1% | +100.3% | +122.8% |
| 5Y | +112.0% | +144.5% | -32.4% | +63.6% |
| 10Y | +322.2% | +569.4% | -247.2% | +148.5% |
| All | +2,307.7% | +11,456.8% | -9,149.0% | +490.3% |
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