+215.4%
ADSK vs PHM
+568.1%
-352.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | -0.2% |
| 7D | -2.5% | -5.0% | +2.4% | -0.7% |
| 30D | -14.9% | -8.4% | -6.4% | -12.2% |
| 3M | +3.3% | -4.4% | +7.7% | +4.6% |
| 6M | -15.7% | -3.7% | -11.9% | -15.6% |
| YTD | -28.2% | +1.3% | -29.5% | -30.1% |
| 1Y | -34.5% | -14.0% | -20.5% | -32.4% |
| 3Y | -2.9% | +48.1% | -51.0% | -22.5% |
| 5Y | -25.3% | +158.8% | -184.1% | -53.4% |
| All | +215.4% | +568.1% | -352.8% | +24.6% |
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