+410.2%
GE vs PHM
+166.0%
+244.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.9% | +4.6% | +1.9% |
| 7D | +5.4% | +2.9% | +2.4% | +4.4% |
| 30D | +9.6% | +16.5% | -6.8% | +4.3% |
| 3M | -7.7% | +0.6% | -8.4% | -8.3% |
| 6M | +14.0% | +11.6% | +2.5% | +9.5% |
| YTD | +10.2% | +12.1% | -1.9% | +5.4% |
| 1Y | +8.9% | +9.6% | -0.7% | +4.6% |
| 3Y | +273.7% | +62.3% | +211.4% | +202.9% |
| 5Y | +410.2% | +170.4% | +239.8% | +212.2% |
| All | +410.2% | +166.0% | +244.2% | +212.2% |
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