+803.7%
B vs PHM
+11,456.8%
-10,653.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | -1.6% | -3.2% | +1.6% | -1.4% |
| 30D | +9.4% | -6.4% | +15.9% | +9.9% |
| 3M | +5.0% | +5.5% | -0.5% | +4.6% |
| 6M | -3.5% | -5.4% | +1.9% | -3.3% |
| YTD | +4.5% | +6.6% | -2.1% | +4.0% |
| 1Y | +67.8% | -8.8% | +76.6% | +68.4% |
| 3Y | +196.7% | +54.1% | +142.6% | +187.4% |
| 5Y | +151.9% | +144.5% | +7.5% | +136.2% |
| 10Y | +202.2% | +569.4% | -367.3% | +166.9% |
| All | +803.7% | +11,456.8% | -10,653.0% | +923.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling