+2,536.4%
IBM vs PHM
+11,710.1%
-9,173.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -1.1% |
| 7D | -0.3% | -6.1% | +5.8% | +0.8% |
| 30D | +6.8% | +13.7% | -7.0% | +4.2% |
| 3M | +4.4% | -1.5% | +5.9% | +4.5% |
| 6M | +13.2% | +11.3% | +1.9% | +10.6% |
| YTD | -15.1% | +8.9% | -24.1% | -17.1% |
| 1Y | -20.2% | +6.1% | -26.3% | -21.8% |
| 3Y | +79.3% | +57.7% | +21.6% | +61.3% |
| 5Y | +147.5% | +159.0% | -11.5% | +99.8% |
| 10Y | +140.2% | +676.2% | -536.0% | +54.9% |
| All | +2,536.4% | +11,710.1% | -9,173.7% | +811.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling