+11,575.4%
PHM vs CPB
+349.9%
+11,225.5%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.4% |
| 7D | -4.8% | -4.1% | -0.7% | -3.4% |
| 30D | +16.5% | +16.9% | -0.4% | +10.7% |
| 3M | -2.0% | -0.6% | -1.4% | -2.1% |
| 6M | +12.7% | +11.4% | +1.3% | +8.1% |
| YTD | +11.2% | -14.8% | +26.0% | +16.0% |
| 1Y | +7.7% | -24.8% | +32.5% | +17.2% |
| 3Y | +60.9% | -36.6% | +97.5% | +82.4% |
| 5Y | +167.7% | -33.3% | +201.0% | +193.9% |
| 10Y | +692.1% | -40.4% | +732.5% | +753.5% |
| All | +11,575.4% | +349.9% | +11,225.5% | +5,019.0% |
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