+1,121.4%
PHM vs COPX
+200.8%
+920.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.9% | -1.4% |
| 7D | -3.9% | +6.0% | -9.8% | -6.4% |
| 30D | -8.6% | +6.4% | -15.0% | -11.3% |
| 3M | -2.9% | +19.3% | -22.2% | -11.4% |
| 6M | -5.7% | +16.2% | -21.9% | -14.3% |
| YTD | +1.9% | +33.2% | -31.3% | -14.4% |
| 1Y | -12.3% | +90.2% | -102.5% | -38.2% |
| 3Y | +50.8% | +175.7% | -124.9% | -14.4% |
| 5Y | +157.3% | +193.1% | -35.8% | +35.0% |
| 10Y | +566.5% | +619.4% | -52.9% | +91.5% |
| All | +1,121.4% | +200.8% | +920.6% | +455.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling