+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 all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | +0.4% | -3.2% | +3.6% | +0.8% |
| 30D | -3.6% | -6.4% | +2.9% | -2.8% |
| 3M | -1.0% | +5.5% | -6.5% | -1.8% |
| 6M | +6.3% | -5.4% | +11.7% | +6.7% |
| YTD | +14.7% | +6.6% | +8.1% | +13.4% |
| 1Y | +16.9% | -8.8% | +25.8% | +17.6% |
| 3Y | +56.8% | +54.1% | +2.7% | +47.0% |
| 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 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