+545.9%
PHM vs CASY
+549.1%
-3.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.0% | -0.5% | -2.4% |
| 7D | -2.5% | -4.4% | +1.9% | -0.8% |
| 30D | -9.7% | -12.0% | +2.4% | -5.4% |
| 3M | +2.2% | -2.3% | +4.6% | +0.4% |
| 6M | -5.7% | +10.5% | -16.2% | -12.6% |
| YTD | +2.8% | +33.0% | -30.2% | -12.2% |
| 1Y | -14.4% | +41.1% | -55.6% | -29.2% |
| 3Y | +52.2% | +207.5% | -155.3% | -16.8% |
| 5Y | +154.3% | +290.7% | -136.5% | +21.0% |
| 10Y | +545.9% | +556.5% | -10.6% | +151.6% |
| All | +545.9% | +549.1% | -3.2% | +151.6% |
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