+4,605.7%
ADSK vs PHM
+10,710.1%
-6,104.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.1% | +4.5% | +3.0% |
| 7D | -10.9% | -6.4% | -4.6% | -9.3% |
| 30D | -15.9% | -12.1% | -3.8% | -12.9% |
| 3M | -4.4% | -1.5% | -2.8% | -4.3% |
| 6M | -16.6% | -6.0% | -10.6% | -16.0% |
| YTD | -28.5% | -0.3% | -28.2% | -29.5% |
| 1Y | -34.6% | -13.3% | -21.3% | -33.1% |
| 3Y | -3.5% | +47.6% | -51.0% | -17.1% |
| 5Y | -25.6% | +154.7% | -180.3% | -45.5% |
| 10Y | +216.6% | +552.4% | -335.8% | +69.5% |
| All | +4,605.7% | +10,710.1% | -6,104.5% | +944.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling