+31.8%
A vs PHM
+52.3%
-20.5%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.5% | +0.9% | -1.3% |
| 7D | -2.1% | -2.5% | +0.4% | -1.1% |
| 30D | +0.6% | -9.7% | +10.3% | +4.4% |
| 3M | +10.9% | +2.2% | +8.7% | +9.4% |
| 6M | +28.2% | -5.7% | +33.8% | +29.9% |
| YTD | +8.6% | +2.8% | +5.7% | +6.0% |
| 1Y | +15.5% | -14.4% | +29.9% | +20.9% |
| 3Y | +31.8% | +52.2% | -20.4% | +5.9% |
| All | +31.8% | +52.3% | -20.5% | +5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling