+11,095.6%
PHM vs CPB
+325.7%
+10,769.9%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.4% | +3.5% | +1.2% |
| 7D | -3.2% | -8.6% | +5.4% | -0.4% |
| 30D | -6.4% | -7.2% | +0.8% | -4.2% |
| 3M | +5.5% | +0.9% | +4.6% | +4.8% |
| 6M | -5.4% | -11.8% | +6.4% | -2.1% |
| YTD | +6.6% | -19.4% | +26.0% | +13.5% |
| 1Y | -8.8% | -30.4% | +21.5% | +1.7% |
| 3Y | +54.1% | -40.2% | +94.3% | +78.1% |
| 5Y | +144.5% | -39.5% | +184.0% | +177.4% |
| 10Y | +569.4% | -47.4% | +616.8% | +654.5% |
| All | +11,095.6% | +325.7% | +10,769.9% | +4,904.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling