+2,005.9%
PHM vs CPAY
+1,528.2%
+477.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.2% | -1.3% | -2.5% |
| 7D | -2.5% | +0.6% | -3.0% | -2.7% |
| 30D | -9.7% | +3.6% | -13.2% | -11.2% |
| 3M | +2.2% | +16.6% | -14.4% | -5.2% |
| 6M | -5.7% | +29.5% | -35.1% | -17.6% |
| YTD | +2.8% | +35.3% | -32.4% | -13.2% |
| 1Y | -14.4% | +30.6% | -45.1% | -26.9% |
| 3Y | +52.2% | +49.7% | +2.5% | +17.9% |
| 5Y | +154.3% | +54.4% | +99.8% | +89.4% |
| 10Y | +545.9% | +142.8% | +403.0% | +259.9% |
| All | +2,005.9% | +1,528.2% | +477.7% | +297.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling