+348.9%
PHM vs CLBK
+65.5%
+283.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | -5.0% | -1.5% | -3.5% | -4.4% |
| 30D | -8.4% | -1.0% | -7.4% | -8.1% |
| 3M | -4.4% | +22.9% | -27.3% | -12.7% |
| 6M | -3.7% | +44.2% | -47.9% | -17.7% |
| YTD | +1.3% | +64.0% | -62.7% | -18.2% |
| 1Y | -14.0% | +65.7% | -79.7% | -31.1% |
| 3Y | +48.1% | +54.1% | -5.9% | +19.0% |
| 5Y | +158.8% | +44.7% | +114.1% | +96.1% |
| All | +348.9% | +65.5% | +283.5% | +217.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 10y: compounded portfolio wealth divided by compounded CLBK 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…
10y analysis · Full analysis span regression · 6 months rolling