+740.7%
GOOGL vs PHM
+557.7%
+183.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +1.2% |
| 7D | -2.8% | -6.4% | +3.5% | -1.1% |
| 30D | -3.2% | -12.1% | +8.9% | +0.2% |
| 3M | -6.6% | -1.5% | -5.1% | -6.7% |
| 6M | +8.5% | -6.0% | +14.5% | +9.5% |
| YTD | +6.5% | -0.3% | +6.8% | +5.3% |
| 1Y | +39.4% | -13.3% | +52.8% | +43.0% |
| 3Y | +146.2% | +47.6% | +98.6% | +107.4% |
| 5Y | +138.3% | +154.7% | -16.4% | +66.0% |
| All | +740.7% | +557.7% | +183.0% | +367.1% |
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