+46.5%
ETSY vs PHM
-6.9%
+53.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.1% | -6.8% | -6.8% |
| 7D | -8.5% | -3.2% | -5.3% | -7.2% |
| 30D | -10.9% | -6.4% | -4.5% | -8.4% |
| 3M | +14.1% | +5.5% | +8.6% | +11.6% |
| 6M | +37.5% | -5.4% | +42.9% | +39.7% |
| YTD | +38.0% | +6.6% | +31.4% | +29.9% |
| 1Y | +46.5% | -8.8% | +55.4% | +64.3% |
| All | +46.5% | -6.9% | +53.5% | +64.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling