+48.1%
PHM vs CPAY
+49.1%
-1.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | -5.0% | -2.0% | -3.0% | -4.3% |
| 30D | -8.4% | -0.4% | -8.1% | -8.4% |
| 3M | -4.4% | +16.4% | -20.8% | -9.7% |
| 6M | -3.7% | +23.5% | -27.3% | -11.4% |
| YTD | +1.3% | +35.7% | -34.4% | -11.2% |
| 1Y | -14.0% | +30.2% | -44.2% | -23.4% |
| 3Y | +48.1% | +49.7% | -1.6% | +16.3% |
| All | +48.1% | +49.1% | -1.0% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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