+45.4%
GILD vs PHM
+16.2%
+29.2%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +7.2% | -3.0% | +2.8% |
| 7D | +9.6% | +13.6% | -4.0% | +7.1% |
| 30D | +20.6% | +19.3% | +1.3% | +16.8% |
| 3M | +29.7% | +3.5% | +26.2% | +28.3% |
| 6M | +33.1% | +18.6% | +14.5% | +29.5% |
| YTD | +44.7% | +16.7% | +28.0% | +41.1% |
| 1Y | +45.4% | +14.6% | +30.7% | +42.6% |
| All | +45.4% | +16.2% | +29.2% | +42.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling