+9,411.2%
INTC vs PHM
+11,720.3%
-2,309.2%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.5% |
| 7D | +6.0% | -4.1% | +10.1% | +7.1% |
| 30D | -39.2% | +16.1% | -55.3% | -41.9% |
| 3M | -42.9% | -2.5% | -40.4% | -43.1% |
| 6M | -50.4% | +12.9% | -63.3% | -52.5% |
| YTD | +61.7% | +9.0% | +52.7% | +55.7% |
| 1Y | +66.1% | +8.2% | +58.0% | +60.1% |
| 3Y | +58.1% | +58.4% | -0.3% | +36.3% |
| 5Y | +27.9% | +159.2% | -131.3% | -3.9% |
| 10Y | +111.1% | +676.9% | -565.7% | +15.3% |
| All | +9,411.2% | +11,720.3% | -2,309.2% | +1,793.7% |
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