+2,371.3%
D vs PHM
+12,230.3%
-9,859.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.5% | -1.3% |
| 7D | +3.0% | +6.2% | -3.2% | +2.2% |
| 30D | +11.5% | +17.9% | -6.5% | +9.3% |
| 3M | +3.7% | +2.5% | +1.2% | +3.3% |
| 6M | +13.5% | +10.8% | +2.7% | +11.9% |
| YTD | +20.7% | +13.7% | +7.0% | +18.4% |
| 1Y | +18.2% | +12.4% | +5.9% | +16.0% |
| 3Y | +73.3% | +65.6% | +7.7% | +61.1% |
| 5Y | +12.3% | +175.3% | -163.1% | -2.8% |
| 10Y | +43.4% | +713.9% | -670.5% | +7.6% |
| All | +2,371.3% | +12,230.3% | -9,859.0% | +1,228.3% |
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