+143.3%
IBM vs PHM
+180.8%
-37.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | 0.0% |
| 7D | -2.5% | +3.5% | -6.0% | -3.1% |
| 30D | +8.4% | +21.2% | -12.8% | +4.9% |
| 3M | +4.5% | +2.5% | +2.0% | +3.8% |
| 6M | +7.9% | +16.1% | -8.2% | +4.9% |
| YTD | -15.2% | +16.6% | -31.8% | -18.0% |
| 1Y | -17.6% | +14.4% | -32.0% | -20.1% |
| 3Y | +82.1% | +71.9% | +10.2% | +61.2% |
| 5Y | +143.3% | +174.3% | -31.0% | +90.5% |
| All | +143.3% | +180.8% | -37.5% | +90.5% |
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