+11,095.6%
PHM vs CASY
+36,294.0%
-25,198.4%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -3.2% | +0.1% | -3.3% | -3.2% |
| 30D | -6.4% | -11.3% | +4.9% | -2.8% |
| 3M | +5.5% | -0.6% | +6.1% | +3.6% |
| 6M | -5.4% | +10.7% | -16.2% | -10.8% |
| YTD | +6.6% | +37.1% | -30.5% | -6.6% |
| 1Y | -8.8% | +52.3% | -61.1% | -23.2% |
| 3Y | +54.1% | +215.2% | -161.1% | -1.8% |
| 5Y | +144.5% | +276.5% | -132.0% | +45.9% |
| 10Y | +569.4% | +508.4% | +61.1% | +232.4% |
| All | +11,095.6% | +36,294.0% | -25,198.4% | +2,339.6% |
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