+44.3%
AR vs PHM
+545.0%
-500.7%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.1% | +0.4% |
| 7D | -1.2% | -3.9% | +2.7% | 0.0% |
| 30D | +5.5% | -8.6% | +14.1% | +8.2% |
| 3M | +12.9% | -2.9% | +15.8% | +12.9% |
| 6M | +0.1% | -5.7% | +5.8% | +0.1% |
| YTD | +13.5% | +1.9% | +11.7% | +10.0% |
| 1Y | +21.6% | -12.3% | +33.9% | +23.3% |
| 3Y | +46.0% | +50.8% | -4.8% | +16.4% |
| 5Y | +143.7% | +157.3% | -13.6% | +51.9% |
| 10Y | +44.3% | +566.5% | -522.2% | -39.7% |
| All | +44.3% | +545.0% | -500.7% | -39.7% |
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