+10,538.8%
PHM vs CGNX
+12,871.6%
-2,332.9%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.1% | -2.5% | +0.6% |
| 7D | -5.0% | +3.2% | -8.1% | -5.7% |
| 30D | -8.4% | +6.0% | -14.4% | -9.9% |
| 3M | -4.4% | +3.5% | -8.0% | -6.1% |
| 6M | -3.7% | +26.3% | -30.0% | -10.0% |
| YTD | +1.3% | +79.2% | -78.0% | -14.5% |
| 1Y | -14.0% | +43.8% | -57.8% | -24.1% |
| 3Y | +48.1% | +52.0% | -3.8% | +25.8% |
| 5Y | +158.8% | -24.0% | +182.8% | +154.2% |
| 10Y | +562.8% | +189.1% | +373.7% | +365.6% |
| All | +10,538.8% | +12,871.6% | -2,332.9% | +3,158.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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