+2,363.0%
D vs PHM
+12,054.4%
-9,691.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.9% | +4.1% | +0.6% |
| 7D | +2.4% | +2.9% | -0.6% | +2.0% |
| 30D | +10.9% | +16.5% | -5.6% | +8.9% |
| 3M | +2.8% | +0.6% | +2.2% | +2.7% |
| 6M | +12.7% | +11.6% | +1.1% | +11.0% |
| YTD | +20.3% | +12.1% | +8.2% | +18.2% |
| 1Y | +17.1% | +9.6% | +7.5% | +15.3% |
| 3Y | +75.1% | +62.3% | +12.9% | +63.2% |
| 5Y | +13.1% | +170.4% | -157.3% | -1.8% |
| 10Y | +48.3% | +683.0% | -634.7% | +11.7% |
| All | +2,363.0% | +12,054.4% | -9,691.4% | +1,225.8% |
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