+202.9%
B vs PHM
+61.0%
+141.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | -1.6% | -3.2% | +1.6% | -0.9% |
| 30D | +9.4% | -6.4% | +15.9% | +10.9% |
| 3M | +5.0% | +5.5% | -0.5% | +3.7% |
| 6M | -3.5% | -5.4% | +1.9% | -3.1% |
| YTD | +4.5% | +6.6% | -2.1% | +2.9% |
| 1Y | +67.8% | -8.8% | +76.6% | +69.3% |
| All | +202.9% | +61.0% | +141.9% | +164.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling