+148.0%
ALL vs PHM
+180.8%
-32.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -0.8% |
| 7D | -3.9% | +3.5% | -7.4% | -4.4% |
| 30D | +10.6% | +21.2% | -10.6% | +7.2% |
| 3M | -4.6% | +2.5% | -7.0% | -5.1% |
| 6M | +20.2% | +16.1% | +4.1% | +16.8% |
| YTD | +23.7% | +16.6% | +7.1% | +19.8% |
| 1Y | +27.9% | +14.4% | +13.5% | +24.1% |
| 3Y | +109.2% | +71.9% | +37.3% | +83.5% |
| 5Y | +148.0% | +174.3% | -26.3% | +80.5% |
| All | +148.0% | +180.8% | -32.8% | +80.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling