+154.3%
PHM vs CASY
+274.3%
-120.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.0% | -0.5% | -2.7% |
| 7D | -2.5% | -4.4% | +1.9% | -1.4% |
| 30D | -9.7% | -12.0% | +2.4% | -6.8% |
| 3M | +2.2% | -2.3% | +4.6% | +0.7% |
| 6M | -5.7% | +10.5% | -16.2% | -11.4% |
| YTD | +2.8% | +33.0% | -30.2% | -9.5% |
| 1Y | -14.4% | +41.1% | -55.6% | -26.6% |
| 3Y | +52.2% | +207.5% | -155.3% | -10.1% |
| 5Y | +154.3% | +290.7% | -136.5% | +24.7% |
| All | +154.3% | +274.3% | -120.0% | +24.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling