+10.4%
ETSY vs PHM
+47.0%
-36.5%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +1.4% |
| 7D | -12.7% | -6.4% | -6.4% | -10.3% |
| 30D | -9.9% | -12.1% | +2.2% | -5.1% |
| 3M | +4.2% | -1.5% | +5.7% | +4.7% |
| 6M | +34.2% | -6.0% | +40.2% | +36.7% |
| YTD | +29.1% | -0.3% | +29.4% | +27.4% |
| 1Y | +23.8% | -13.3% | +37.2% | +29.5% |
| All | +10.4% | +47.0% | -36.5% | -12.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling