+2,351.6%
INFY vs PHM
+2,461.6%
-110.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.8% | -1.6% |
| 7D | -8.7% | -3.9% | -4.8% | -7.8% |
| 30D | -13.0% | -8.6% | -4.4% | -11.0% |
| 3M | -8.8% | -2.9% | -5.8% | -8.3% |
| 6M | -22.6% | -5.7% | -16.9% | -21.9% |
| YTD | -37.3% | +1.9% | -39.2% | -38.3% |
| 1Y | -33.4% | -12.3% | -21.0% | -32.0% |
| 3Y | -32.3% | +50.8% | -83.1% | -41.5% |
| 5Y | -45.2% | +157.3% | -202.5% | -59.7% |
| 10Y | +80.0% | +566.5% | -486.5% | -3.0% |
| All | +2,351.6% | +2,461.6% | -110.0% | +621.3% |
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