+81.0%
F vs PHM
+746.3%
-665.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -1.9% | -0.6% |
| 7D | -0.6% | +3.5% | -4.1% | -2.3% |
| 30D | +2.9% | +21.2% | -18.3% | -6.4% |
| 3M | -9.5% | +2.5% | -11.9% | -10.9% |
| 6M | +4.0% | +16.1% | -12.1% | -4.2% |
| YTD | -1.3% | +16.6% | -17.9% | -9.9% |
| 1Y | -1.9% | +14.4% | -16.4% | -9.9% |
| 3Y | +53.5% | +71.9% | -18.4% | +11.0% |
| 5Y | -15.1% | +174.3% | -189.5% | -52.9% |
| 10Y | +81.0% | +744.0% | -663.0% | -40.8% |
| All | +81.0% | +746.3% | -665.4% | -40.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling