+312.4%
A vs PHM
+669.9%
-357.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.2% | -1.6% |
| 7D | +0.7% | -6.1% | +6.8% | +2.7% |
| 30D | +0.8% | +13.7% | -12.9% | -3.5% |
| 3M | +16.9% | -1.5% | +18.4% | +16.8% |
| 6M | +53.8% | +11.3% | +42.5% | +47.4% |
| YTD | +28.1% | +8.9% | +19.2% | +23.1% |
| 1Y | +15.0% | +6.1% | +8.9% | +11.4% |
| 3Y | +63.1% | +57.7% | +5.4% | +37.9% |
| 5Y | +11.5% | +159.0% | -147.5% | -20.7% |
| All | +312.4% | +669.9% | -357.5% | +124.7% |
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