+67.7%
A vs PHM
+64.0%
+3.7%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.9% | +2.6% | +0.1% |
| 7D | +1.4% | +2.9% | -1.6% | +0.2% |
| 30D | +4.3% | +16.5% | -12.2% | -1.8% |
| 3M | +19.8% | +0.6% | +19.1% | +18.9% |
| 6M | +54.4% | +11.6% | +42.8% | +46.6% |
| YTD | +31.7% | +12.1% | +19.6% | +24.0% |
| 1Y | +22.4% | +9.6% | +12.8% | +16.2% |
| 3Y | +67.7% | +62.3% | +5.4% | +41.1% |
| All | +67.7% | +64.0% | +3.7% | +41.1% |
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 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