+369.0%
ALL vs PHM
+677.6%
-308.7%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.6% |
| 7D | -2.6% | -4.8% | +2.2% | -1.5% |
| 30D | +12.7% | +16.5% | -3.8% | +8.6% |
| 3M | +0.4% | -2.0% | +2.4% | +0.6% |
| 6M | +23.8% | +12.7% | +11.1% | +19.3% |
| YTD | +27.8% | +11.2% | +16.6% | +23.0% |
| 1Y | +28.9% | +7.7% | +21.1% | +24.8% |
| 3Y | +113.9% | +60.9% | +53.0% | +80.4% |
| 5Y | +157.4% | +167.7% | -10.3% | +80.7% |
| 10Y | +369.0% | +692.1% | -323.1% | +151.0% |
| All | +369.0% | +677.6% | -308.7% | +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