+11,845.0%
PHM vs CASY
+33,031.0%
-21,186.0%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | +6.2% | +1.1% | +5.1% | +5.8% |
| 30D | +17.9% | +8.7% | +9.3% | +14.6% |
| 3M | +2.5% | -17.3% | +19.8% | +8.2% |
| 6M | +10.8% | -19.7% | +30.5% | +16.0% |
| YTD | +13.7% | +24.8% | -11.1% | +2.1% |
| 1Y | +12.4% | +31.9% | -19.5% | -1.2% |
| 3Y | +65.6% | +155.4% | -89.7% | +13.2% |
| 5Y | +175.3% | +250.6% | -75.2% | +67.0% |
| 10Y | +713.9% | +556.8% | +157.1% | +293.0% |
| All | +11,845.0% | +33,031.0% | -21,186.0% | +2,567.2% |
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