+156.9%
PHM vs COPX
+163.4%
-6.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | -5.0% | -2.3% | -2.6% | -4.4% |
| 30D | -8.4% | +0.3% | -8.7% | -8.7% |
| 3M | -4.4% | +6.8% | -11.2% | -7.1% |
| 6M | -3.7% | +7.9% | -11.7% | -7.7% |
| YTD | +1.3% | +23.7% | -22.5% | -8.2% |
| 1Y | -14.0% | +71.5% | -85.6% | -30.7% |
| 3Y | +48.1% | +149.1% | -101.0% | +1.7% |
| All | +156.9% | +163.4% | -6.5% | +69.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling