+463.3%
GLW vs PHM
+52.3%
+411.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -3.5% | +11.1% | +8.2% |
| 7D | +14.0% | -2.5% | +16.5% | +14.5% |
| 30D | +0.4% | -9.7% | +10.0% | +2.3% |
| 3M | -11.3% | +2.2% | -13.6% | -12.2% |
| 6M | +35.1% | -5.7% | +40.7% | +35.6% |
| YTD | +90.5% | +2.8% | +87.7% | +87.6% |
| 1Y | +132.0% | -14.4% | +146.4% | +136.4% |
| 3Y | +463.3% | +52.2% | +411.1% | +364.2% |
| All | +463.3% | +52.3% | +411.0% | +364.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling