+27.6%
IR vs PHM
+64.3%
-36.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.0% | +3.4% | +2.3% |
| 7D | +3.7% | +6.2% | -2.5% | +0.6% |
| 30D | +7.4% | +17.9% | -10.5% | -1.0% |
| 3M | -5.9% | +2.5% | -8.4% | -7.6% |
| 6M | +5.6% | +10.8% | -5.2% | -0.2% |
| YTD | +4.8% | +13.7% | -8.9% | -1.8% |
| 1Y | +6.9% | +12.4% | -5.4% | +0.6% |
| 3Y | +27.6% | +65.6% | -38.1% | +7.4% |
| All | +27.6% | +64.3% | -36.8% | +7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling