-41.7%
INTU vs PHM
+152.9%
-194.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.5% | -0.6% | -2.9% |
| 7D | -7.5% | -2.5% | -5.1% | -6.7% |
| 30D | -1.9% | -9.7% | +7.7% | +1.4% |
| 3M | +4.9% | +2.2% | +2.6% | +3.7% |
| 6M | -33.2% | -5.7% | -27.5% | -32.6% |
| YTD | -51.4% | +2.8% | -54.2% | -53.1% |
| 1Y | -52.0% | -14.4% | -37.6% | -50.3% |
| 3Y | -40.7% | +52.2% | -92.9% | -57.4% |
| 5Y | -41.7% | +154.3% | -196.0% | -70.9% |
| All | -41.7% | +152.9% | -194.6% | -70.9% |
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