+566.5%
PHM vs CPB
-44.2%
+610.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.1% |
| 7D | -3.9% | -8.0% | +4.1% | -2.1% |
| 30D | -8.6% | -2.4% | -6.1% | -8.2% |
| 3M | -2.9% | +0.5% | -3.5% | -3.3% |
| 6M | -5.7% | -10.5% | +4.8% | -3.8% |
| YTD | +1.9% | -17.5% | +19.4% | +5.6% |
| 1Y | -12.3% | -31.0% | +18.7% | -5.6% |
| 3Y | +50.8% | -40.6% | +91.4% | +65.6% |
| 5Y | +157.3% | -37.7% | +195.0% | +178.8% |
| 10Y | +566.5% | -43.4% | +610.0% | +622.3% |
| All | +566.5% | -44.2% | +610.8% | +622.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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