+216.9%
B vs PHM
+669.9%
-452.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.0% | -1.1% | -2.8% |
| 7D | -6.2% | -6.1% | -0.1% | -5.1% |
| 30D | -6.6% | +13.7% | -20.3% | -8.8% |
| 3M | -7.9% | -1.5% | -6.3% | -7.6% |
| 6M | -16.8% | +11.3% | -28.1% | -18.5% |
| YTD | -11.7% | +8.9% | -20.6% | -13.2% |
| 1Y | +3.5% | +6.1% | -2.6% | +2.0% |
| 3Y | +165.7% | +57.7% | +108.0% | +141.1% |
| 5Y | +108.4% | +159.0% | -50.5% | +70.1% |
| All | +216.9% | +669.9% | -452.9% | +97.1% |
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