+208.8%
C vs PHM
+709.0%
-500.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.9% | +4.1% | +1.7% |
| 7D | -0.4% | +2.9% | -3.3% | -1.5% |
| 30D | -5.2% | +16.5% | -21.6% | -10.8% |
| 3M | -9.1% | +0.6% | -9.7% | -9.9% |
| 6M | -1.6% | +11.6% | -13.2% | -6.8% |
| YTD | +6.9% | +12.1% | -5.1% | +0.3% |
| 1Y | +23.0% | +9.6% | +13.4% | +16.1% |
| 3Y | +216.1% | +62.3% | +153.9% | +144.7% |
| 5Y | +112.2% | +170.4% | -58.2% | +25.9% |
| 10Y | +208.8% | +683.0% | -474.2% | +15.3% |
| All | +208.8% | +709.0% | -500.2% | +15.3% |
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