+116.0%
INTC vs PHM
+152.6%
-36.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +2.0% |
| 7D | +18.0% | -3.9% | +21.8% | +19.5% |
| 30D | +8.9% | -8.6% | +17.5% | +12.2% |
| 3M | -1.6% | -2.9% | +1.4% | -1.5% |
| 6M | +133.1% | -5.7% | +138.8% | +134.5% |
| YTD | +187.9% | +1.9% | +186.1% | +180.4% |
| 1Y | +334.7% | -12.3% | +347.0% | +347.3% |
| 3Y | +184.2% | +50.8% | +133.4% | +124.4% |
| 5Y | +116.0% | +157.3% | -41.3% | +26.3% |
| All | +116.0% | +152.6% | -36.6% | +26.3% |
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 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