+277.0%
IR vs PHM
+473.1%
-196.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.6% |
| 7D | -1.9% | -3.9% | +2.0% | -0.3% |
| 30D | -15.0% | -8.6% | -6.5% | -11.9% |
| 3M | -0.4% | -2.9% | +2.5% | +0.6% |
| 6M | -15.0% | -5.7% | -9.3% | -13.1% |
| YTD | -7.1% | +1.9% | -8.9% | -7.8% |
| 1Y | -7.5% | -12.3% | +4.8% | -2.9% |
| 3Y | +6.3% | +50.8% | -44.5% | -12.1% |
| 5Y | +37.3% | +157.3% | -120.0% | -10.9% |
| All | +277.0% | +473.1% | -196.1% | +71.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling