+9.6%
PHM vs CPB
-21.8%
+31.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.2% | -2.7% | -3.4% |
| 7D | +2.9% | +2.9% | +0.1% | +1.9% |
| 30D | +16.5% | +17.6% | -1.1% | +10.5% |
| 3M | +0.6% | +2.0% | -1.4% | -0.9% |
| 6M | +11.6% | +11.6% | -0.1% | +7.1% |
| YTD | +12.1% | -13.8% | +25.9% | +15.5% |
| 1Y | +9.6% | -21.6% | +31.2% | +17.4% |
| All | +9.6% | -21.8% | +31.4% | +17.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling