+238.4%
A vs PHM
+557.7%
-319.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.5% |
| 7D | -4.6% | -6.4% | +1.8% | -2.6% |
| 30D | -4.3% | -12.1% | +7.8% | -0.4% |
| 3M | +8.9% | -1.5% | +10.5% | +9.1% |
| 6M | +24.5% | -6.0% | +30.5% | +26.2% |
| YTD | +5.8% | -0.3% | +6.1% | +5.0% |
| 1Y | +16.2% | -13.3% | +29.6% | +20.3% |
| 3Y | +28.5% | +47.6% | -19.1% | +11.2% |
| 5Y | -16.3% | +154.7% | -171.1% | -39.8% |
| All | +238.4% | +557.7% | -319.3% | +84.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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