-17.9%
COMP vs PHM
+175.2%
-193.1%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -2.0% | +12.7% | +12.6% |
| 7D | +13.4% | +6.2% | +7.2% | +6.9% |
| 30D | +11.1% | +17.9% | -6.8% | -5.2% |
| 3M | -18.8% | +2.5% | -21.3% | -21.0% |
| 6M | +10.5% | +10.8% | -0.3% | 0.0% |
| YTD | -3.4% | +13.7% | -17.1% | -16.0% |
| 1Y | +19.7% | +12.4% | +7.3% | +4.2% |
| 3Y | +381.6% | +65.6% | +316.0% | +162.2% |
| All | -17.9% | +175.2% | -193.1% | -79.2% |
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 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