+508.4%
F vs PHM
+12,230.3%
-11,721.9%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.2% | -0.1% |
| 7D | +1.6% | +6.2% | -4.7% | -0.4% |
| 30D | +2.6% | +17.9% | -15.3% | -2.8% |
| 3M | -8.8% | +2.5% | -11.3% | -9.7% |
| 6M | +4.6% | +10.8% | -6.2% | +0.7% |
| YTD | -1.9% | +13.7% | -15.6% | -6.7% |
| 1Y | -0.8% | +12.4% | -13.1% | -5.3% |
| 3Y | +43.5% | +65.6% | -22.2% | +19.1% |
| 5Y | -12.1% | +175.3% | -187.4% | -38.3% |
| 10Y | +83.6% | +713.9% | -630.3% | -10.4% |
| All | +508.4% | +12,230.3% | -11,721.9% | +30.5% |
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