+53,289.7%
IDXX vs PHM
+9,443.8%
+43,845.9%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.7% |
| 7D | -5.7% | -5.0% | -0.8% | -4.7% |
| 30D | -11.5% | -8.4% | -3.1% | -9.9% |
| 3M | -9.5% | -4.4% | -5.1% | -8.8% |
| 6M | -16.0% | -3.7% | -12.2% | -15.5% |
| YTD | -25.4% | +1.3% | -26.7% | -25.9% |
| 1Y | -21.8% | -14.0% | -7.7% | -19.7% |
| 3Y | +7.0% | +48.1% | -41.1% | -3.2% |
| 5Y | -26.0% | +158.8% | -184.7% | -40.6% |
| 10Y | +358.9% | +562.8% | -203.8% | +195.1% |
| All | +53,289.7% | +9,443.8% | +43,845.9% | +17,430.0% |
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