+368.4%
ALL vs PHM
+709.0%
-340.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.9% | +6.8% | +3.8% |
| 7D | -0.1% | +2.9% | -3.1% | -0.9% |
| 30D | +13.8% | +16.5% | -2.7% | +9.6% |
| 3M | -2.8% | +0.6% | -3.4% | -3.2% |
| 6M | +23.7% | +11.6% | +12.1% | +19.5% |
| YTD | +27.3% | +12.1% | +15.2% | +22.3% |
| 1Y | +30.5% | +9.6% | +20.9% | +25.9% |
| 3Y | +113.0% | +62.3% | +50.7% | +79.4% |
| 5Y | +157.6% | +170.4% | -12.8% | +80.4% |
| 10Y | +368.4% | +683.0% | -314.6% | +151.0% |
| All | +368.4% | +709.0% | -340.6% | +151.0% |
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