+744.0%
PHM vs CASY
+551.3%
+192.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +2.3% |
| 7D | +3.5% | +3.6% | -0.1% | +2.2% |
| 30D | +21.2% | +7.2% | +14.0% | +18.1% |
| 3M | +2.5% | -16.9% | +19.4% | +8.8% |
| 6M | +16.1% | -19.3% | +35.4% | +22.3% |
| YTD | +16.6% | +25.6% | -9.0% | +0.9% |
| 1Y | +14.4% | +30.2% | -15.7% | -2.8% |
| 3Y | +71.9% | +154.9% | -83.0% | +2.4% |
| 5Y | +174.3% | +252.1% | -77.8% | +35.5% |
| 10Y | +744.0% | +535.8% | +208.2% | +239.9% |
| All | +744.0% | +551.3% | +192.7% | +239.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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