+780.7%
GOOG vs PHM
+568.1%
+212.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +1.1% |
| 7D | 0.0% | -5.0% | +5.0% | +1.4% |
| 30D | -2.0% | -8.4% | +6.5% | +0.4% |
| 3M | -5.9% | -4.4% | -1.4% | -5.1% |
| 6M | +8.9% | -3.7% | +12.6% | +9.2% |
| YTD | +7.1% | +1.3% | +5.8% | +5.5% |
| 1Y | +39.7% | -14.0% | +53.7% | +43.6% |
| 3Y | +145.8% | +48.1% | +97.7% | +107.0% |
| 5Y | +138.6% | +158.8% | -20.2% | +65.6% |
| All | +780.7% | +568.1% | +212.5% | +391.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling