+142.1%
GOOG vs PHM
+47.0%
+95.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +1.0% |
| 7D | -2.5% | -6.4% | +3.9% | -1.5% |
| 30D | -3.6% | -12.1% | +8.5% | -1.6% |
| 3M | -6.4% | -1.5% | -4.9% | -6.5% |
| 6M | +7.8% | -6.0% | +13.8% | +8.3% |
| YTD | +5.5% | -0.3% | +5.8% | +4.7% |
| 1Y | +38.3% | -13.3% | +51.6% | +40.2% |
| All | +142.1% | +47.0% | +95.1% | +110.8% |
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