+2,841.0%
GE vs PHM
+11,720.3%
-8,879.3%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +2.7% | -4.1% | +6.8% | +3.8% |
| 30D | +8.1% | +16.1% | -8.1% | +3.6% |
| 3M | -7.9% | -2.5% | -5.4% | -7.6% |
| 6M | +12.9% | +12.9% | 0.0% | +8.7% |
| YTD | +8.2% | +9.0% | -0.8% | +4.9% |
| 1Y | +9.7% | +8.2% | +1.5% | +6.4% |
| 3Y | +266.1% | +58.4% | +207.7% | +213.0% |
| 5Y | +407.4% | +159.2% | +248.2% | +272.0% |
| 10Y | +150.3% | +676.9% | -526.5% | +32.5% |
| All | +2,841.0% | +11,720.3% | -8,879.3% | +533.7% |
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