+314.7%
A vs PHM
+670.5%
-355.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.5% | +0.5% |
| 7D | -0.5% | -4.1% | +3.7% | +0.8% |
| 30D | 0.0% | +16.1% | -16.2% | -4.9% |
| 3M | +16.7% | -2.5% | +19.2% | +17.0% |
| 6M | +54.8% | +12.9% | +41.9% | +47.8% |
| YTD | +28.8% | +9.0% | +19.8% | +23.7% |
| 1Y | +19.3% | +8.2% | +11.1% | +14.8% |
| 3Y | +65.5% | +58.4% | +7.1% | +39.8% |
| 5Y | +12.1% | +159.2% | -147.1% | -20.3% |
| All | +314.7% | +670.5% | -355.9% | +125.9% |
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