+211.9%
B vs PHM
+545.0%
-333.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.1% | +1.3% |
| 7D | +1.0% | -3.9% | +4.9% | +1.7% |
| 30D | +9.5% | -8.6% | +18.0% | +11.2% |
| 3M | +14.3% | -2.9% | +17.3% | +14.8% |
| 6M | -1.9% | -5.7% | +3.8% | -1.1% |
| YTD | +4.1% | +1.9% | +2.2% | +3.5% |
| 1Y | +56.1% | -12.3% | +68.4% | +58.7% |
| 3Y | +202.0% | +50.8% | +151.2% | +176.2% |
| 5Y | +158.8% | +157.3% | +1.5% | +112.1% |
| 10Y | +211.9% | +566.5% | -354.6% | +115.1% |
| All | +211.9% | +545.0% | -333.1% | +115.1% |
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