+615.0%
F vs PHM
+11,456.8%
-10,841.8%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.3% | +1.4% |
| 7D | +5.3% | -3.2% | +8.5% | +6.4% |
| 30D | +4.6% | -6.4% | +11.0% | +6.8% |
| 3M | -3.7% | +5.5% | -9.2% | -5.6% |
| 6M | +16.8% | -5.4% | +22.3% | +18.4% |
| YTD | +15.3% | +6.6% | +8.7% | +12.2% |
| 1Y | +31.0% | -8.8% | +39.8% | +33.8% |
| 3Y | +45.4% | +54.1% | -8.7% | +23.4% |
| 5Y | +54.7% | +144.5% | -89.8% | +12.7% |
| 10Y | +98.2% | +569.4% | -471.2% | +2.6% |
| All | +615.0% | +11,456.8% | -10,841.8% | +56.9% |
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 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