+372.4%
PHM vs CLBK
+67.9%
+304.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -3.2% | +1.2% | -4.4% | -3.7% |
| 30D | -6.4% | +9.1% | -15.6% | -9.9% |
| 3M | +5.5% | +27.7% | -22.2% | -5.1% |
| 6M | -5.4% | +40.8% | -46.3% | -18.4% |
| YTD | +6.6% | +66.4% | -59.8% | -14.5% |
| 1Y | -8.8% | +72.4% | -81.2% | -28.1% |
| 3Y | +54.1% | +50.7% | +3.4% | +25.0% |
| 5Y | +144.5% | +42.9% | +101.5% | +87.3% |
| All | +372.4% | +67.9% | +304.5% | +231.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling