+336.0%
IR vs PHM
+513.4%
-177.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +2.5% | -4.1% | +6.7% | +4.3% |
| 30D | +9.2% | +16.1% | -7.0% | +2.1% |
| 3M | +0.9% | -2.5% | +3.4% | +1.3% |
| 6M | +19.2% | +12.9% | +6.3% | +12.5% |
| YTD | +7.5% | +9.0% | -1.5% | +3.0% |
| 1Y | +11.7% | +8.2% | +3.6% | +7.4% |
| 3Y | +23.9% | +58.4% | -34.5% | 0.0% |
| 5Y | +46.4% | +159.2% | -112.8% | -6.0% |
| All | +336.0% | +513.4% | -177.4% | +91.6% |
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