+305.0%
INTC vs PHM
-14.5%
+319.5%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.1% | -3.5% | -5.1% |
| 7D | +9.4% | -6.4% | +15.8% | +11.0% |
| 30D | +2.7% | -12.1% | +14.8% | +5.8% |
| 3M | -6.3% | -1.5% | -4.7% | -7.3% |
| 6M | +114.5% | -6.0% | +120.5% | +110.6% |
| YTD | +171.9% | -0.3% | +172.2% | +163.3% |
| 1Y | +305.0% | -13.3% | +318.4% | +313.4% |
| All | +305.0% | -14.5% | +319.5% | +313.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling