+43.3%
IR vs PHM
+152.9%
-109.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.5% | +1.9% | -0.1% |
| 7D | +0.6% | -2.5% | +3.1% | +1.8% |
| 30D | -13.6% | -9.7% | -4.0% | -9.7% |
| 3M | +3.7% | +2.2% | +1.5% | +2.4% |
| 6M | -13.1% | -5.7% | -7.4% | -11.0% |
| YTD | -5.1% | +2.8% | -8.0% | -6.3% |
| 1Y | -6.5% | -14.4% | +8.0% | -0.7% |
| 3Y | +8.5% | +52.2% | -43.7% | -11.6% |
| 5Y | +43.3% | +154.3% | -111.0% | -10.5% |
| All | +43.3% | +152.9% | -109.6% | -10.5% |
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