+230.7%
GM vs PHM
+1,946.3%
-1,715.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.4% | -2.0% |
| 7D | -1.1% | -3.9% | +2.8% | +0.5% |
| 30D | -4.6% | -8.6% | +4.0% | -1.1% |
| 3M | +0.2% | -2.9% | +3.1% | +1.0% |
| 6M | +12.6% | -5.7% | +18.3% | +14.7% |
| YTD | +3.7% | +1.9% | +1.8% | +1.9% |
| 1Y | +45.6% | -12.3% | +58.0% | +51.7% |
| 3Y | +162.0% | +50.8% | +111.2% | +109.8% |
| 5Y | +80.5% | +157.3% | -76.8% | +12.9% |
| 10Y | +231.3% | +566.5% | -335.2% | +37.7% |
| All | +230.7% | +1,946.3% | -1,715.6% | -20.3% |
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