+112.0%
IBM vs PHM
+152.9%
-40.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.3% | -0.6% |
| 7D | +0.3% | -2.5% | +2.8% | +0.7% |
| 30D | -1.5% | -9.7% | +8.2% | +0.1% |
| 3M | -16.8% | +2.2% | -19.0% | -17.2% |
| 6M | -9.0% | -5.7% | -3.4% | -8.6% |
| YTD | -20.1% | +2.8% | -22.9% | -21.0% |
| 1Y | -7.0% | -14.4% | +7.4% | -5.5% |
| 3Y | +72.4% | +52.2% | +20.2% | +55.7% |
| 5Y | +112.0% | +154.3% | -42.3% | +68.7% |
| All | +112.0% | +152.9% | -40.9% | +68.7% |
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