-27.6%
AR vs PHM
+865.0%
-892.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.4% | +5.7% | +4.7% |
| 7D | -5.8% | +2.9% | -8.7% | -6.8% |
| 30D | +4.8% | +16.5% | -11.7% | -0.3% |
| 3M | +1.5% | +0.6% | +0.9% | +0.6% |
| 6M | +4.7% | +11.6% | -6.9% | -0.4% |
| YTD | +9.2% | +12.1% | -2.9% | +2.3% |
| 1Y | +11.2% | +9.6% | +1.6% | +4.7% |
| 3Y | +46.2% | +62.3% | -16.0% | +14.9% |
| 5Y | +98.1% | +170.4% | -72.3% | +24.1% |
| 10Y | +54.5% | +683.0% | -628.5% | -39.3% |
| All | -27.6% | +865.0% | -892.6% | -70.7% |
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 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