+130.7%
C vs PHM
+145.9%
-15.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +3.6% | -3.2% | +6.8% | +4.6% |
| 30D | +0.1% | -6.4% | +6.5% | +1.8% |
| 3M | +2.4% | +5.5% | -3.1% | +0.3% |
| 6M | +24.9% | -5.4% | +30.4% | +26.0% |
| YTD | +19.8% | +6.6% | +13.2% | +16.2% |
| 1Y | +44.9% | -8.8% | +53.7% | +46.5% |
| 3Y | +263.0% | +54.1% | +208.9% | +203.3% |
| All | +130.7% | +145.9% | -15.3% | +57.0% |
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