+35.3%
D vs PHM
+540.0%
-504.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.5% | +4.1% | +1.3% |
| 7D | +0.8% | -2.5% | +3.3% | +1.2% |
| 30D | -0.7% | -9.7% | +8.9% | +1.2% |
| 3M | +2.1% | +2.2% | -0.1% | +1.3% |
| 6M | +6.8% | -5.7% | +12.5% | +7.5% |
| YTD | +16.5% | +2.8% | +13.7% | +15.0% |
| 1Y | +19.2% | -14.4% | +33.6% | +21.7% |
| 3Y | +61.9% | +52.2% | +9.7% | +44.3% |
| 5Y | +6.5% | +154.3% | -147.7% | -16.9% |
| 10Y | +35.3% | +545.9% | -510.6% | -12.2% |
| All | +35.3% | +540.0% | -504.8% | -12.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling