-65.8%
ETSY vs PHM
+156.2%
-221.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +0.6% |
| 7D | -4.9% | -5.0% | +0.1% | -1.8% |
| 30D | -8.6% | -8.4% | -0.2% | -3.6% |
| 3M | +4.8% | -4.4% | +9.2% | +7.2% |
| 6M | +38.1% | -3.7% | +41.8% | +39.3% |
| YTD | +31.2% | +1.3% | +30.0% | +26.5% |
| 1Y | +22.1% | -14.0% | +36.1% | +31.0% |
| 3Y | +12.2% | +48.1% | -35.9% | -28.0% |
| All | -65.8% | +156.2% | -221.9% | -87.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling