+170.4%
PHM vs CPB
-33.2%
+203.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.2% | -2.7% | -3.5% |
| 7D | +2.9% | +2.9% | +0.1% | +2.1% |
| 30D | +16.5% | +17.6% | -1.1% | +11.1% |
| 3M | +0.6% | +2.0% | -1.4% | -0.4% |
| 6M | +11.6% | +11.6% | -0.1% | +7.5% |
| YTD | +12.1% | -13.8% | +25.9% | +15.7% |
| 1Y | +9.6% | -21.6% | +31.2% | +16.2% |
| 3Y | +62.3% | -35.8% | +98.1% | +78.3% |
| 5Y | +170.4% | -33.3% | +203.7% | +182.2% |
| All | +170.4% | -33.2% | +203.6% | +182.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling