+207.2%
COMP vs PHM
+54.8%
+152.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.4% |
| 7D | +1.4% | -3.2% | +4.6% | +4.2% |
| 30D | -13.3% | -6.4% | -6.9% | -8.4% |
| 3M | +41.1% | +5.5% | +35.6% | +35.4% |
| 6M | +17.2% | -5.4% | +22.6% | +23.1% |
| YTD | +5.2% | +6.6% | -1.4% | -1.0% |
| 1Y | +18.9% | -8.8% | +27.8% | +26.4% |
| All | +207.2% | +54.8% | +152.3% | +74.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling