-46.5%
COMP vs PHM
+170.2%
-216.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.6% | +3.1% | +3.4% |
| 7D | +14.5% | +3.5% | +11.0% | +11.0% |
| 30D | +14.9% | +21.2% | -6.3% | -3.3% |
| 3M | -14.2% | +2.5% | -16.7% | -16.2% |
| 6M | +23.7% | +16.1% | +7.6% | +8.3% |
| YTD | +2.1% | +16.6% | -14.5% | -12.0% |
| 1Y | +26.2% | +14.4% | +11.8% | +9.6% |
| 3Y | +470.9% | +71.9% | +399.0% | +224.9% |
| 5Y | -14.0% | +174.3% | -188.4% | -72.4% |
| All | -46.5% | +170.2% | -216.6% | -83.2% |
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