+49.0%
PHM vs CLBK
+51.6%
-2.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.3% | -0.4% |
| 7D | -3.9% | -1.5% | -2.4% | -3.3% |
| 30D | -8.6% | +6.7% | -15.2% | -11.1% |
| 3M | -2.9% | +21.2% | -24.1% | -10.8% |
| 6M | -5.7% | +42.0% | -47.7% | -19.0% |
| YTD | +1.9% | +63.3% | -61.4% | -17.8% |
| 1Y | -12.3% | +65.4% | -77.7% | -29.7% |
| All | +49.0% | +51.6% | -2.6% | +16.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling