+138.0%
B vs PHM
+175.2%
-37.3%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +1.0% |
| 7D | +9.6% | +6.2% | +3.4% | +8.3% |
| 30D | +3.5% | +17.9% | -14.4% | 0.0% |
| 3M | -1.6% | +2.5% | -4.1% | -2.2% |
| 6M | -1.7% | +10.8% | -12.5% | -4.0% |
| YTD | -5.3% | +13.7% | -19.0% | -8.1% |
| 1Y | +27.2% | +12.4% | +14.9% | +23.6% |
| 3Y | +166.1% | +65.6% | +100.5% | +134.7% |
| All | +138.0% | +175.2% | -37.3% | +79.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling