+358.0%
ALL vs PHM
+557.7%
-199.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.2% |
| 7D | -4.3% | -6.4% | +2.1% | -2.8% |
| 30D | -3.6% | -12.1% | +8.5% | -0.6% |
| 3M | +13.2% | -1.5% | +14.8% | +13.1% |
| 6M | +22.5% | -6.0% | +28.5% | +23.3% |
| YTD | +22.7% | -0.3% | +23.0% | +21.5% |
| 1Y | +28.3% | -13.3% | +41.7% | +31.2% |
| 3Y | +152.0% | +47.6% | +104.5% | +117.2% |
| 5Y | +115.4% | +154.7% | -39.3% | +52.9% |
| All | +358.0% | +557.7% | -199.6% | +153.2% |
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 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