-2.9%
ADSK vs PHM
+49.3%
-52.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | 0.0% |
| 7D | -2.5% | -5.0% | +2.4% | -1.5% |
| 30D | -14.9% | -8.4% | -6.4% | -13.3% |
| 3M | +3.3% | -4.4% | +7.7% | +4.1% |
| 6M | -15.7% | -3.7% | -11.9% | -15.5% |
| YTD | -28.2% | +1.3% | -29.5% | -29.5% |
| 1Y | -34.5% | -14.0% | -20.5% | -32.8% |
| 3Y | -2.9% | +48.1% | -51.0% | -20.8% |
| All | -2.9% | +49.3% | -52.2% | -20.8% |
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