+132.5%
GOOGL vs PHM
+152.6%
-20.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.3% | -2.0% |
| 7D | -1.9% | -3.9% | +2.0% | -0.7% |
| 30D | -7.5% | -8.6% | +1.1% | -5.0% |
| 3M | -9.2% | -2.9% | -6.2% | -8.9% |
| 6M | +8.1% | -5.7% | +13.8% | +9.1% |
| YTD | +5.8% | +1.9% | +4.0% | +3.7% |
| 1Y | +38.3% | -12.3% | +50.7% | +41.8% |
| 3Y | +144.8% | +50.8% | +94.0% | +89.5% |
| 5Y | +132.5% | +157.3% | -24.7% | +32.5% |
| All | +132.5% | +152.6% | -20.0% | +32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling