+2,271.9%
D vs PHM
+11,456.8%
-9,184.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +1.5% | -3.2% | +4.6% | +1.8% |
| 30D | -2.6% | -6.4% | +3.9% | -1.9% |
| 3M | 0.0% | +5.5% | -5.5% | -0.8% |
| 6M | +7.4% | -5.4% | +12.8% | +7.7% |
| YTD | +15.9% | +6.6% | +9.3% | +14.6% |
| 1Y | +18.1% | -8.8% | +27.0% | +18.8% |
| 3Y | +58.4% | +54.1% | +4.3% | +48.5% |
| 5Y | +5.2% | +144.5% | -139.3% | -7.7% |
| 10Y | +35.9% | +569.4% | -533.6% | +4.1% |
| All | +2,271.9% | +11,456.8% | -9,184.9% | +1,185.2% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling