+998.2%
C vs PHM
+12,230.3%
-11,232.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +1.3% |
| 7D | -2.4% | +6.2% | -8.6% | -5.0% |
| 30D | -6.0% | +17.9% | -23.9% | -12.6% |
| 3M | -10.5% | +2.5% | -13.0% | -12.2% |
| 6M | -5.7% | +10.8% | -16.5% | -11.0% |
| YTD | +4.1% | +13.7% | -9.6% | -3.6% |
| 1Y | +20.5% | +12.4% | +8.1% | +11.9% |
| 3Y | +208.1% | +65.6% | +142.5% | +133.2% |
| 5Y | +110.4% | +175.3% | -64.9% | +21.9% |
| 10Y | +234.6% | +713.9% | -479.3% | +12.0% |
| All | +998.2% | +12,230.3% | -11,232.1% | +22.4% |
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 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