+3,631.0%
ALL vs PHM
+4,305.4%
-674.4%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -1.0% |
| 7D | -3.9% | +3.5% | -7.4% | -4.7% |
| 30D | +10.6% | +21.2% | -10.6% | +5.5% |
| 3M | -4.6% | +2.5% | -7.0% | -5.4% |
| 6M | +20.2% | +16.1% | +4.1% | +15.0% |
| YTD | +23.7% | +16.6% | +7.1% | +17.7% |
| 1Y | +27.9% | +14.4% | +13.5% | +22.1% |
| 3Y | +109.2% | +71.9% | +37.3% | +75.4% |
| 5Y | +148.0% | +174.3% | -26.3% | +79.4% |
| 10Y | +363.8% | +744.0% | -380.2% | +138.8% |
| All | +3,631.0% | +4,305.4% | -674.4% | +825.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling