+12,150.6%
PHM vs CASY
+33,247.3%
-21,096.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +2.3% |
| 7D | +3.5% | +3.6% | -0.1% | +2.3% |
| 30D | +21.2% | +7.2% | +14.0% | +18.4% |
| 3M | +2.5% | -16.9% | +19.4% | +8.0% |
| 6M | +16.1% | -19.3% | +35.4% | +21.3% |
| YTD | +16.6% | +25.6% | -9.0% | +4.5% |
| 1Y | +14.4% | +30.2% | -15.7% | +1.1% |
| 3Y | +71.9% | +154.9% | -83.0% | +17.5% |
| 5Y | +174.3% | +252.1% | -77.8% | +66.2% |
| 10Y | +744.0% | +535.8% | +208.2% | +311.8% |
| All | +12,150.6% | +33,247.3% | -21,096.7% | +2,629.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling