+208.6%
B vs PHM
+709.0%
-500.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -3.9% | -2.2% | -5.4% |
| 7D | +7.1% | +2.9% | +4.2% | +6.7% |
| 30D | -3.3% | +16.5% | -19.8% | -6.0% |
| 3M | -2.5% | +0.6% | -3.2% | -2.7% |
| 6M | -7.2% | +11.6% | -18.8% | -9.2% |
| YTD | -7.4% | +12.1% | -19.4% | -9.5% |
| 1Y | +16.4% | +9.6% | +6.8% | +14.0% |
| 3Y | +178.7% | +62.3% | +116.4% | +151.4% |
| 5Y | +121.7% | +170.4% | -48.7% | +79.4% |
| 10Y | +208.6% | +683.0% | -474.4% | +84.2% |
| All | +208.6% | +709.0% | -500.4% | +84.2% |
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