+57.3%
PHM vs CASY
+220.7%
-163.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | -3.2% | +0.1% | -3.3% | -3.2% |
| 30D | -6.4% | -11.3% | +4.9% | -5.2% |
| 3M | +5.5% | -0.6% | +6.1% | +4.4% |
| 6M | -5.4% | +10.7% | -16.2% | -8.8% |
| YTD | +6.6% | +37.1% | -30.5% | -1.5% |
| 1Y | -8.8% | +52.3% | -61.1% | -17.8% |
| All | +57.3% | +220.7% | -163.5% | +33.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling