+153.8%
B vs PHM
+152.9%
+0.9%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.5% | +2.1% | -0.7% |
| 7D | +2.3% | -2.5% | +4.8% | +2.8% |
| 30D | +1.4% | -9.7% | +11.0% | +3.4% |
| 3M | +12.2% | +2.2% | +10.0% | +11.5% |
| 6M | -2.1% | -5.7% | +3.6% | -1.4% |
| YTD | +2.9% | +2.8% | +0.1% | +2.1% |
| 1Y | +55.3% | -14.4% | +69.7% | +58.8% |
| 3Y | +198.7% | +52.2% | +146.5% | +168.5% |
| 5Y | +153.8% | +154.3% | -0.5% | +94.4% |
| All | +153.8% | +152.9% | +0.9% | +94.4% |
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