+683.0%
PHM vs CPB
-40.9%
+723.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.2% | -2.7% | -3.6% |
| 7D | +2.9% | +2.9% | +0.1% | +2.3% |
| 30D | +16.5% | +17.6% | -1.1% | +12.3% |
| 3M | +0.6% | +2.0% | -1.4% | -0.1% |
| 6M | +11.6% | +11.6% | -0.1% | +8.5% |
| YTD | +12.1% | -13.8% | +25.9% | +15.0% |
| 1Y | +9.6% | -21.6% | +31.2% | +14.7% |
| 3Y | +62.3% | -35.8% | +98.1% | +75.3% |
| 5Y | +170.4% | -33.3% | +203.7% | +188.6% |
| 10Y | +683.0% | -39.4% | +722.4% | +729.6% |
| All | +683.0% | -40.9% | +723.9% | +729.6% |
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