-10.5%
COMP vs PHM
+166.4%
-176.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.8% | +3.5% | +3.5% |
| 7D | +2.2% | -4.8% | +6.9% | +7.0% |
| 30D | +16.3% | +16.5% | -0.2% | +0.5% |
| 3M | -19.1% | -2.0% | -17.2% | -17.6% |
| 6M | +17.1% | +12.7% | +4.5% | +4.5% |
| YTD | -2.9% | +11.2% | -14.1% | -13.5% |
| 1Y | +8.8% | +7.7% | +1.1% | -1.2% |
| 3Y | +423.5% | +60.9% | +362.6% | +193.2% |
| 5Y | -10.5% | +167.7% | -178.2% | -76.8% |
| All | -10.5% | +166.4% | -176.9% | -76.8% |
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