+114.8%
ALL vs PHM
+152.9%
-38.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.5% | +1.2% | -1.8% |
| 7D | -1.7% | -2.5% | +0.8% | -1.3% |
| 30D | -4.7% | -9.7% | +5.0% | -3.2% |
| 3M | +18.4% | +2.2% | +16.1% | +17.6% |
| 6M | +20.5% | -5.7% | +26.2% | +21.1% |
| YTD | +23.5% | +2.8% | +20.7% | +22.2% |
| 1Y | +29.0% | -14.4% | +43.4% | +31.2% |
| 3Y | +153.7% | +52.2% | +101.5% | +127.2% |
| 5Y | +114.8% | +154.3% | -39.5% | +61.9% |
| All | +114.8% | +152.9% | -38.1% | +61.9% |
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