-50.4%
COMP vs PHM
+159.7%
-210.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -3.9% | -3.5% | -4.0% |
| 7D | +7.2% | +2.9% | +4.3% | +4.6% |
| 30D | +6.4% | +16.5% | -10.1% | -7.1% |
| 3M | -19.4% | +0.6% | -20.1% | -19.9% |
| 6M | +14.6% | +11.6% | +3.0% | +4.0% |
| YTD | -5.5% | +12.1% | -17.6% | -15.5% |
| 1Y | +13.7% | +9.6% | +4.0% | +2.7% |
| 3Y | +409.7% | +62.3% | +347.4% | +206.0% |
| 5Y | -17.0% | +170.4% | -187.4% | -72.5% |
| All | -50.4% | +159.7% | -210.1% | -83.9% |
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