+49.1%
D vs PHM
+670.5%
-621.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -1.4% | -4.1% | +2.8% | -0.6% |
| 30D | +7.7% | +16.1% | -8.4% | +4.5% |
| 3M | -0.3% | -2.5% | +2.2% | 0.0% |
| 6M | +10.1% | +12.9% | -2.9% | +7.0% |
| YTD | +19.1% | +9.0% | +10.1% | +16.0% |
| 1Y | +15.9% | +8.2% | +7.7% | +13.0% |
| 3Y | +75.0% | +58.4% | +16.6% | +54.8% |
| 5Y | +13.4% | +159.2% | -145.8% | -11.8% |
| All | +49.1% | +670.5% | -621.4% | -6.4% |
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