+134.7%
GLW vs PHM
-14.7%
+149.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.5% | +1.7% |
| 7D | +16.9% | -3.9% | +20.7% | +17.6% |
| 30D | +7.0% | -8.6% | +15.5% | +8.6% |
| 3M | -3.0% | -2.9% | 0.0% | -2.9% |
| 6M | +31.0% | -5.7% | +36.7% | +29.7% |
| YTD | +93.4% | +1.9% | +91.6% | +90.1% |
| 1Y | +134.7% | -12.3% | +147.1% | +133.0% |
| All | +134.7% | -14.7% | +149.4% | +133.0% |
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