-54.2%
COMP vs PHM
+168.7%
-223.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -0.6% | -7.6% | -7.6% |
| 7D | -1.8% | +8.7% | -10.5% | -8.8% |
| 30D | -0.8% | +16.4% | -17.2% | -13.3% |
| 3M | -28.1% | +1.8% | -30.0% | -29.3% |
| 6M | +27.0% | +15.1% | +11.9% | +12.6% |
| YTD | -12.8% | +16.0% | -28.8% | -24.4% |
| 1Y | +4.9% | +14.1% | -9.2% | -8.6% |
| 3Y | +321.0% | +65.9% | +255.1% | +148.2% |
| 5Y | -25.6% | +180.9% | -206.5% | -76.1% |
| All | -54.2% | +168.7% | -223.0% | -85.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling