+557.2%
PHM vs COPX
+583.8%
-26.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | -5.0% | -2.3% | -2.6% | -4.3% |
| 30D | -8.4% | +0.3% | -8.7% | -8.8% |
| 3M | -4.4% | +6.8% | -11.2% | -7.9% |
| 6M | -3.7% | +7.9% | -11.7% | -8.8% |
| YTD | +1.3% | +23.7% | -22.5% | -10.4% |
| 1Y | -14.0% | +71.5% | -85.6% | -34.1% |
| 3Y | +48.1% | +149.1% | -101.0% | -6.1% |
| 5Y | +158.8% | +167.3% | -8.5% | +52.6% |
| All | +557.2% | +583.8% | -26.6% | +110.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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