+144.5%
IBM vs PHM
+545.0%
-400.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.9% | +4.3% | +3.6% |
| 7D | +3.6% | -3.9% | +7.4% | +4.5% |
| 30D | +1.5% | -8.6% | +10.1% | +3.5% |
| 3M | -12.9% | -2.9% | -10.0% | -12.6% |
| 6M | -3.9% | -5.7% | +1.8% | -3.3% |
| YTD | -17.3% | +1.9% | -19.2% | -18.6% |
| 1Y | -5.0% | -12.3% | +7.3% | -3.3% |
| 3Y | +78.2% | +50.8% | +27.4% | +54.7% |
| 5Y | +120.6% | +157.3% | -36.7% | +61.1% |
| 10Y | +144.5% | +566.5% | -422.1% | +31.9% |
| All | +144.5% | +545.0% | -400.5% | +31.9% |
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