+537.3%
ISRG vs PHM
+709.0%
-171.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.9% | +1.6% | -0.9% |
| 7D | +2.1% | +2.9% | -0.8% | +1.2% |
| 30D | +6.2% | +16.5% | -10.3% | +0.7% |
| 3M | +14.4% | +0.6% | +13.8% | +13.9% |
| 6M | 0.0% | +11.6% | -11.6% | -4.1% |
| YTD | -20.5% | +12.1% | -32.6% | -24.6% |
| 1Y | -21.9% | +9.6% | -31.5% | -25.5% |
| 3Y | +62.2% | +62.3% | -0.1% | +28.7% |
| 5Y | +25.2% | +170.4% | -145.2% | -20.2% |
| 10Y | +537.3% | +683.0% | -145.7% | +183.2% |
| All | +537.3% | +709.0% | -171.6% | +183.2% |
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