+286.5%
C vs PHM
+540.0%
-253.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.8% | +0.6% |
| 7D | +3.2% | -2.5% | +5.7% | +4.1% |
| 30D | +1.3% | -9.7% | +10.9% | +5.0% |
| 3M | +3.1% | +2.2% | +0.9% | +1.5% |
| 6M | +29.6% | -5.7% | +35.3% | +31.1% |
| YTD | +19.0% | +2.8% | +16.1% | +15.8% |
| 1Y | +45.6% | -14.4% | +60.1% | +51.5% |
| 3Y | +269.3% | +52.2% | +217.1% | +193.1% |
| 5Y | +131.6% | +154.3% | -22.7% | +40.7% |
| 10Y | +286.5% | +545.9% | -259.3% | +52.8% |
| All | +286.5% | +540.0% | -253.5% | +52.8% |
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 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