+90.0%
IT vs PHM
+557.7%
-467.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.7% | +1.2% |
| 7D | -12.7% | -6.4% | -6.4% | -10.9% |
| 30D | -8.9% | -12.1% | +3.2% | -5.1% |
| 3M | +10.1% | -1.5% | +11.7% | +10.6% |
| 6M | +7.3% | -6.0% | +13.3% | +8.6% |
| YTD | -32.4% | -0.3% | -32.1% | -33.3% |
| 1Y | -26.6% | -13.3% | -13.3% | -24.5% |
| 3Y | -51.8% | +47.6% | -99.4% | -59.9% |
| 5Y | -45.6% | +154.7% | -200.3% | -63.4% |
| All | +90.0% | +557.7% | -467.7% | -2.5% |
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 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